+557.4%
GWW vs FFIV
+238.2%
+319.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | -3.1% | +1.6% | -4.8% | -3.7% |
| 30D | -2.3% | -3.7% | +1.4% | -1.3% |
| 3M | -3.3% | +2.0% | -5.3% | -4.6% |
| 6M | +15.4% | +39.3% | -23.9% | +1.4% |
| YTD | +26.7% | +56.1% | -29.4% | +6.5% |
| 1Y | +29.0% | +22.0% | +7.0% | +17.6% |
| 3Y | +89.0% | +148.2% | -59.2% | +29.5% |
| 5Y | +221.8% | +96.3% | +125.4% | +134.4% |
| All | +557.4% | +238.2% | +319.2% | +277.3% |
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 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