+300.6%
GIS vs FFIV
+6,097.9%
-5,797.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -2.0% |
| 7D | -8.1% | +1.9% | -10.0% | -8.1% |
| 30D | +5.3% | -33.3% | +38.6% | +6.2% |
| 3M | -10.5% | -24.9% | +14.4% | -10.0% |
| 6M | +1.8% | -10.5% | +12.3% | +1.9% |
| YTD | -22.9% | +24.4% | -47.4% | -23.6% |
| 1Y | -22.9% | +32.3% | -55.2% | -23.7% |
| 3Y | -40.5% | +99.7% | -140.2% | -41.9% |
| 5Y | -34.9% | +38.4% | -73.3% | -35.9% |
| 10Y | -19.0% | +125.0% | -144.0% | -21.6% |
| All | +300.6% | +6,097.9% | -5,797.2% | +269.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling