+165.2%
GD vs IFF
-12.5%
+177.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.1% |
| 7D | +2.7% | -1.8% | +4.4% | +3.1% |
| 30D | +8.6% | -9.4% | +18.0% | +11.4% |
| 3M | -7.1% | -3.0% | -4.1% | -6.5% |
| 6M | +7.5% | +5.8% | +1.7% | +5.2% |
| YTD | +9.9% | +22.4% | -12.4% | +2.2% |
| 1Y | +7.6% | +23.0% | -15.5% | -0.3% |
| 3Y | +56.2% | +21.8% | +34.4% | +41.6% |
| 5Y | +100.6% | -39.2% | +139.9% | +122.3% |
| All | +165.2% | -12.5% | +177.7% | +151.3% |
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 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