+4,066.0%
GWW vs FFIV
+5,932.0%
-1,866.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.6% |
| 7D | +3.6% | -0.5% | +4.1% | +3.6% |
| 30D | +12.1% | -32.4% | +44.5% | +17.1% |
| 3M | +12.9% | -25.7% | +38.6% | +16.4% |
| 6M | +19.3% | -13.5% | +32.8% | +20.6% |
| YTD | +48.7% | +21.1% | +27.6% | +43.9% |
| 1Y | +60.5% | +29.4% | +31.1% | +54.0% |
| 3Y | +93.3% | +94.9% | -1.6% | +75.6% |
| 5Y | +219.0% | +34.7% | +184.2% | +200.9% |
| 10Y | +659.0% | +119.0% | +540.0% | +572.2% |
| All | +4,066.0% | +5,932.0% | -1,866.0% | +2,728.4% |
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