-30.1%
GFS vs FTV
+17.3%
-47.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +7.4% | +3.9% | +3.5% | +4.4% |
| 30D | -15.3% | +18.7% | -33.9% | -25.8% |
| 3M | -21.1% | +10.0% | -31.1% | -27.0% |
| 6M | -44.5% | +14.6% | -59.0% | -50.9% |
| YTD | +19.2% | +23.4% | -4.2% | -4.7% |
| 1Y | +27.2% | +31.3% | -4.1% | -4.3% |
| 3Y | -20.1% | +39.8% | -59.9% | -45.0% |
| All | -30.1% | +17.3% | -47.5% | -48.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling