+57.1%
GWW vs FFIV
+33.5%
+23.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -0.4% | +7.0% | +6.6% |
| 7D | +11.1% | -9.8% | +20.9% | +12.1% |
| 30D | +15.7% | -28.1% | +43.8% | +18.9% |
| 3M | +14.8% | -20.0% | +34.8% | +16.0% |
| 6M | +30.9% | -0.1% | +31.0% | +27.1% |
| YTD | +48.5% | +29.2% | +19.3% | +34.1% |
| 1Y | +57.1% | +36.6% | +20.5% | +39.4% |
| All | +57.1% | +33.5% | +23.6% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling