+7.6%
GAP vs IFF
-35.8%
+43.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.1% |
| 7D | -4.1% | -3.2% | -0.9% | -2.6% |
| 30D | +6.2% | -0.3% | +6.5% | +6.5% |
| 3M | -0.7% | +8.4% | -9.1% | -5.0% |
| 6M | -7.1% | +23.0% | -30.2% | -17.1% |
| YTD | -14.1% | +25.5% | -39.5% | -24.5% |
| 1Y | -8.5% | +29.1% | -37.6% | -20.8% |
| 3Y | +115.4% | +31.7% | +83.7% | +82.2% |
| All | +7.6% | -35.8% | +43.4% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 5y: compounded portfolio wealth divided by compounded IFF 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…
5y analysis · Full analysis span regression · 6 months rolling