-16.4%
GFS vs FTV
+19.3%
-35.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.3% |
| 7D | -7.8% | +0.2% | -8.0% | -7.9% |
| 30D | -19.7% | +15.7% | -35.3% | -28.5% |
| 3M | -23.1% | +7.5% | -30.6% | -27.7% |
| 6M | -46.4% | +8.5% | -54.8% | -50.7% |
| YTD | +11.0% | +18.8% | -7.8% | -8.9% |
| 1Y | +12.6% | +28.5% | -15.9% | -14.6% |
| 3Y | -24.9% | +34.0% | -58.9% | -46.9% |
| 5Y | -39.1% | +12.6% | -51.7% | -48.6% |
| All | -16.4% | +19.3% | -35.7% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling