+195.4%
GD vs IFF
-20.5%
+215.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | +0.1% | -0.6% |
| 7D | -3.5% | -0.2% | -3.3% | -3.4% |
| 30D | -9.0% | -0.3% | -8.7% | -9.0% |
| 3M | +5.1% | +18.6% | -13.5% | 0.0% |
| 6M | -1.0% | +17.4% | -18.4% | -6.3% |
| YTD | +7.3% | +28.5% | -21.2% | -1.2% |
| 1Y | +12.4% | +32.5% | -20.1% | +2.3% |
| 3Y | +73.7% | +34.1% | +39.6% | +53.3% |
| 5Y | +93.8% | -35.2% | +128.9% | +109.9% |
| All | +195.4% | -20.5% | +215.9% | +184.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling