+81.6%
GM vs FFIV
+95.0%
-13.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.5% | +4.3% | +3.4% |
| 7D | -1.1% | +1.6% | -2.7% | -1.8% |
| 30D | -3.4% | -3.7% | +0.3% | -2.3% |
| 3M | +8.7% | +2.0% | +6.7% | +6.9% |
| 6M | +15.4% | +39.3% | -23.8% | -1.6% |
| YTD | +6.6% | +56.1% | -49.5% | -14.3% |
| 1Y | +51.5% | +22.0% | +29.5% | +35.1% |
| 3Y | +169.3% | +148.2% | +21.2% | +61.5% |
| 5Y | +81.6% | +96.3% | -14.8% | +19.3% |
| All | +81.6% | +95.0% | -13.5% | +19.3% |
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