+58.4%
GH vs FFIV
+32.9%
+25.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.6% |
| 7D | -8.2% | -2.9% | -5.2% | -7.5% |
| 30D | -4.9% | -32.4% | +27.5% | +2.1% |
| 3M | -6.2% | -22.7% | +16.5% | -3.4% |
| 6M | +60.0% | -10.7% | +70.7% | +58.0% |
| YTD | +51.5% | +25.4% | +26.2% | +39.1% |
| 1Y | +58.4% | +34.2% | +24.2% | +45.7% |
| All | +58.4% | +32.9% | +25.5% | +45.7% |
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