-20.8%
GIS vs FFIV
+238.2%
-259.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -3.0% |
| 7D | -8.4% | +1.6% | -10.0% | -8.5% |
| 30D | -5.2% | -3.7% | -1.4% | -5.1% |
| 3M | +8.2% | +2.0% | +6.2% | +8.0% |
| 6M | -12.0% | +39.3% | -51.3% | -13.6% |
| YTD | -18.9% | +56.1% | -75.0% | -20.9% |
| 1Y | -23.6% | +22.0% | -45.6% | -24.6% |
| 3Y | -37.6% | +148.2% | -185.8% | -41.7% |
| 5Y | -25.2% | +96.3% | -121.5% | -29.2% |
| All | -20.8% | +238.2% | -259.0% | -31.7% |
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 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