+4,020.2%
GWW vs FFIV
+6,091.4%
-2,071.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.9% | +1.8% |
| 7D | +5.5% | -4.2% | +9.7% | +6.1% |
| 30D | +14.4% | -33.9% | +48.3% | +19.8% |
| 3M | +13.7% | -22.6% | +36.3% | +16.7% |
| 6M | +20.1% | -10.4% | +30.4% | +20.8% |
| YTD | +47.1% | +24.3% | +22.8% | +41.8% |
| 1Y | +56.2% | +31.8% | +24.4% | +49.6% |
| 3Y | +90.5% | +99.5% | -9.0% | +72.6% |
| 5Y | +221.2% | +40.7% | +180.5% | +201.5% |
| 10Y | +648.4% | +126.9% | +521.5% | +560.2% |
| All | +4,020.2% | +6,091.4% | -2,071.2% | +2,688.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling