+53.9%
GD vs IFF
+22.4%
+31.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | 0.0% |
| 7D | -5.0% | -11.2% | +6.2% | -3.4% |
| 30D | +8.9% | -1.8% | +10.7% | +9.2% |
| 3M | -8.0% | -1.8% | -6.2% | -7.8% |
| 6M | +2.9% | +0.6% | +2.3% | +2.4% |
| YTD | +7.1% | +24.6% | -17.5% | +2.8% |
| 1Y | +5.9% | +34.4% | -28.5% | +0.2% |
| 3Y | +53.9% | +22.1% | +31.8% | +46.8% |
| All | +53.9% | +22.4% | +31.4% | +46.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling