-18.0%
GIS vs FFIV
+25.9%
-43.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.0% | -2.5% |
| 7D | -7.8% | -1.0% | -6.9% | -7.9% |
| 30D | +6.6% | -5.1% | +11.6% | +6.2% |
| 3M | +21.0% | -4.5% | +25.4% | +20.5% |
| 6M | -9.1% | +36.5% | -45.5% | -8.0% |
| YTD | -13.6% | +53.0% | -66.6% | -12.2% |
| 1Y | -18.0% | +24.2% | -42.2% | -18.0% |
| All | -18.0% | +25.9% | -43.9% | -18.0% |
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