+37.5%
GFS vs FTV
+20.0%
+17.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.7% |
| 7D | +1.0% | -4.5% | +5.5% | +1.7% |
| 30D | -8.6% | -7.1% | -1.5% | -7.6% |
| 3M | -46.5% | -7.2% | -39.4% | -45.9% |
| 6M | -4.8% | -1.5% | -3.3% | -5.2% |
| YTD | +29.7% | +3.5% | +26.2% | +24.5% |
| All | +37.5% | +20.0% | +17.4% | +17.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling