+246.5%
GM vs FFIV
+230.9%
+15.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | +1.9% | -1.0% | +2.9% | +2.3% |
| 30D | -1.4% | -5.1% | +3.7% | +0.3% |
| 3M | +5.9% | -4.5% | +10.4% | +7.0% |
| 6M | +12.4% | +36.5% | -24.1% | -1.7% |
| YTD | +8.6% | +53.0% | -44.3% | -9.6% |
| 1Y | +52.6% | +24.2% | +28.4% | +36.7% |
| 3Y | +169.7% | +137.2% | +32.4% | +84.0% |
| 5Y | +87.5% | +91.8% | -4.2% | +36.8% |
| 10Y | +233.0% | +215.2% | +17.8% | +96.0% |
| All | +246.5% | +230.9% | +15.6% | +73.3% |
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 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