+58.5%
GWW vs FFIV
+33.1%
+25.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.8% |
| 7D | 0.0% | -2.9% | +2.9% | +0.3% |
| 30D | +14.0% | -32.4% | +46.4% | +17.8% |
| 3M | +14.4% | -22.7% | +37.1% | +16.0% |
| 6M | +21.7% | -10.7% | +32.4% | +20.2% |
| YTD | +48.4% | +25.4% | +23.1% | +34.3% |
| All | +58.5% | +33.1% | +25.4% | +40.0% |
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