+380.7%
GH vs FFIV
+72.2%
+308.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.9% |
| 7D | -8.2% | -2.9% | -5.2% | -6.4% |
| 30D | -4.9% | -32.4% | +27.5% | +16.3% |
| 3M | -6.2% | -22.7% | +16.5% | +5.0% |
| 6M | +60.0% | -10.7% | +70.7% | +62.5% |
| YTD | +51.5% | +25.4% | +26.2% | +22.4% |
| 1Y | +58.4% | +34.2% | +24.2% | +22.0% |
| 3Y | +617.2% | +101.2% | +516.0% | +288.3% |
| 5Y | +47.0% | +42.0% | +5.1% | 0.0% |
| All | +380.7% | +72.2% | +308.5% | +189.2% |
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