+211.6%
GM vs FFIV
+118.6%
+93.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.8% |
| 7D | -0.2% | -0.5% | +0.4% | 0.0% |
| 30D | +3.6% | -32.4% | +35.9% | +19.1% |
| 3M | -0.2% | -25.7% | +25.4% | +9.4% |
| 6M | +13.9% | -13.5% | +27.4% | +15.6% |
| YTD | +6.5% | +21.1% | -14.7% | -9.2% |
| 1Y | +20.7% | +29.4% | -8.8% | -0.4% |
| 3Y | +229.5% | +94.9% | +134.6% | +111.1% |
| 5Y | +41.5% | +34.7% | +6.8% | +6.6% |
| All | +211.6% | +118.6% | +93.0% | +70.2% |
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