-17.9%
GFS vs FTV
+39.1%
-57.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.5% | -0.5% |
| 7D | +17.2% | +3.7% | +13.5% | +14.8% |
| 30D | -8.7% | +16.8% | -25.6% | -16.6% |
| 3M | -19.7% | +10.4% | -30.0% | -24.2% |
| 6M | -40.7% | +12.8% | -53.5% | -45.4% |
| YTD | +22.5% | +23.3% | -0.8% | +2.6% |
| 1Y | +25.2% | +31.0% | -5.8% | -0.9% |
| All | -17.9% | +39.1% | -57.0% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling