+36.6%
GH vs FFIV
+39.5%
-2.8%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -15.6% | -8.1% | -7.5% | -11.1% |
| 30D | -10.4% | -33.4% | +23.0% | +11.3% |
| 3M | -4.3% | -24.7% | +20.5% | +8.6% |
| 6M | +63.5% | -8.8% | +72.4% | +61.4% |
| YTD | +47.7% | +21.8% | +25.9% | +16.4% |
| 1Y | +56.7% | +25.3% | +31.5% | +20.3% |
| 3Y | +443.9% | +101.2% | +342.7% | +134.8% |
| All | +36.6% | +39.5% | -2.8% | -16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling