+91.6%
GWW vs FFIV
+141.9%
-50.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.4% | -2.6% |
| 7D | -1.5% | -1.5% | 0.0% | -1.2% |
| 30D | +1.1% | -2.7% | +3.8% | +1.6% |
| 3M | -1.0% | -1.7% | +0.7% | -1.1% |
| 6M | +16.3% | +36.1% | -19.8% | +6.6% |
| YTD | +28.5% | +52.6% | -24.1% | +13.9% |
| 1Y | +30.3% | +21.5% | +8.8% | +22.1% |
| 3Y | +91.6% | +142.7% | -51.1% | +48.7% |
| All | +91.6% | +141.9% | -50.3% | +48.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling