-19.4%
GFS vs FFIV
+136.9%
-156.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +2.0% | +1.8% |
| 7D | +1.0% | -1.0% | +2.0% | +1.5% |
| 30D | -8.6% | -5.1% | -3.5% | -6.4% |
| 3M | -46.5% | -4.5% | -42.1% | -45.3% |
| 6M | -4.8% | +36.5% | -41.3% | -18.9% |
| YTD | +29.7% | +53.0% | -23.3% | +2.8% |
| 1Y | +35.8% | +24.2% | +11.6% | +20.2% |
| All | -19.4% | +136.9% | -156.2% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling