-21.3%
GFS vs FFIV
+44.2%
-65.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -5.5% | -4.4% | -6.6% |
| 7D | -20.7% | -14.2% | -6.5% | -13.0% |
| 30D | -25.2% | -33.6% | +8.4% | -6.8% |
| 3M | -26.3% | -24.2% | -2.1% | -16.3% |
| 6M | -50.7% | -8.3% | -42.4% | -50.4% |
| YTD | +4.5% | +22.1% | -17.6% | -14.2% |
| 1Y | +2.5% | +26.5% | -24.0% | -18.1% |
| 3Y | -30.9% | +102.3% | -133.3% | -62.7% |
| 5Y | -42.6% | +40.6% | -83.3% | -60.4% |
| All | -21.3% | +44.2% | -65.5% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling