-12.1%
GFS vs FTV
+23.6%
-35.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | -0.5% |
| 7D | -5.3% | +1.4% | -6.7% | -6.2% |
| 30D | -15.8% | +18.3% | -34.1% | -26.3% |
| 3M | -18.6% | +9.8% | -28.5% | -24.7% |
| 6M | -45.0% | +12.3% | -57.3% | -50.7% |
| YTD | +16.8% | +23.1% | -6.3% | -6.7% |
| 1Y | +17.8% | +32.5% | -14.7% | -12.6% |
| 3Y | -21.5% | +38.3% | -59.9% | -45.8% |
| 5Y | -29.3% | +16.8% | -46.2% | -42.2% |
| All | -12.1% | +23.6% | -35.7% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 10y: compounded portfolio wealth divided by compounded FTV 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…
10y analysis · Full analysis span regression · 6 months rolling