+668.4%
GWW vs FFIV
+126.3%
+542.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.7% |
| 7D | 0.0% | -2.9% | +2.9% | +0.9% |
| 30D | +14.0% | -32.4% | +46.4% | +27.5% |
| 3M | +14.4% | -22.7% | +37.1% | +21.9% |
| 6M | +21.7% | -10.7% | +32.4% | +22.6% |
| YTD | +48.4% | +25.4% | +23.1% | +31.3% |
| 1Y | +58.4% | +34.2% | +24.2% | +36.6% |
| 3Y | +92.3% | +101.2% | -8.9% | +37.9% |
| 5Y | +221.8% | +42.0% | +179.8% | +157.4% |
| All | +668.4% | +126.3% | +542.2% | +375.6% |
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