+61.2%
GH vs FFIV
+28.7%
+32.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.6% | -1.4% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | -6.9% | -32.4% | +25.5% | -0.2% |
| 3M | -4.9% | -25.7% | +20.8% | -1.1% |
| 6M | +54.1% | -13.5% | +67.6% | +53.4% |
| YTD | +48.5% | +21.1% | +27.4% | +38.2% |
| 1Y | +61.2% | +29.4% | +31.7% | +52.0% |
| All | +61.2% | +28.7% | +32.4% | +52.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling