+405.5%
GH vs FFIV
+117.8%
+287.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.9% | -2.7% | -1.2% |
| 7D | -0.2% | +3.5% | -3.6% | -2.3% |
| 30D | -2.6% | -1.3% | -1.3% | -2.2% |
| 3M | +25.1% | +2.4% | +22.7% | +22.2% |
| 6M | +78.5% | +41.8% | +36.7% | +41.3% |
| YTD | +59.4% | +58.5% | +0.9% | +16.2% |
| 1Y | +173.9% | +24.3% | +149.5% | +128.4% |
| 3Y | +382.7% | +152.0% | +230.7% | +137.5% |
| 5Y | +24.4% | +99.1% | -74.7% | -28.2% |
| All | +405.5% | +117.8% | +287.8% | +174.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling