+8.2%
GD vs IFF
+44.8%
-36.7%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.9% | +2.3% | -2.1% |
| 7D | +3.0% | -3.3% | +6.3% | +3.3% |
| 30D | +10.5% | +5.3% | +5.2% | +10.0% |
| 3M | -5.0% | +8.9% | -13.9% | -5.8% |
| 6M | +5.5% | +26.3% | -20.8% | +2.9% |
| YTD | +10.3% | +32.2% | -21.8% | +6.8% |
| 1Y | +8.2% | +45.8% | -37.6% | +4.3% |
| All | +8.2% | +44.8% | -36.7% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling