+27.2%
GFS vs FFIV
+28.7%
-1.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -1.7% |
| 7D | +7.4% | -0.5% | +7.9% | +7.7% |
| 30D | -15.3% | -32.4% | +17.1% | -4.4% |
| 3M | -21.1% | -25.7% | +4.6% | -15.1% |
| 6M | -44.5% | -13.5% | -31.0% | -42.6% |
| YTD | +19.2% | +21.1% | -1.9% | +13.9% |
| 1Y | +27.2% | +29.4% | -2.2% | +19.2% |
| All | +27.2% | +28.7% | -1.5% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FFIV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling