-19.4%
GFS vs FTV
-3.2%
-16.2%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.1% |
| 7D | +1.0% | -4.5% | +5.5% | +3.8% |
| 30D | -8.6% | -7.1% | -1.5% | -4.4% |
| 3M | -46.5% | -7.2% | -39.4% | -44.6% |
| 6M | -4.8% | -1.5% | -3.3% | -5.3% |
| YTD | +29.7% | +3.5% | +26.2% | +20.8% |
| 1Y | +35.8% | +20.3% | +15.5% | +10.6% |
| All | -19.4% | -3.2% | -16.2% | -27.7% |
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