+3,598.6%
GWW vs FFIV
+7,518.9%
-3,920.3%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +1.4% | -1.0% | +2.3% | +1.5% |
| 30D | +3.3% | -5.1% | +8.3% | +3.9% |
| 3M | +2.9% | -4.5% | +7.4% | +3.3% |
| 6M | +15.8% | +36.5% | -20.7% | +11.1% |
| YTD | +32.0% | +53.0% | -20.9% | +24.8% |
| 1Y | +29.9% | +24.2% | +5.7% | +25.7% |
| 3Y | +91.1% | +137.2% | -46.1% | +70.3% |
| 5Y | +223.9% | +91.8% | +132.2% | +194.3% |
| 10Y | +567.0% | +215.2% | +351.9% | +469.4% |
| All | +3,598.6% | +7,518.9% | -3,920.3% | +2,353.1% |
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