+56.2%
GD vs IFF
+22.2%
+34.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | 0.0% |
| 7D | +2.7% | -1.8% | +4.4% | +2.9% |
| 30D | +8.6% | -9.4% | +18.0% | +10.1% |
| 3M | -7.1% | -3.0% | -4.1% | -6.7% |
| 6M | +7.5% | +5.8% | +1.7% | +6.3% |
| YTD | +9.9% | +22.4% | -12.4% | +5.7% |
| 1Y | +7.6% | +23.0% | -15.5% | +3.3% |
| 3Y | +56.2% | +21.8% | +34.4% | +49.0% |
| All | +56.2% | +22.2% | +34.0% | +49.0% |
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