+19,851.2%
GD vs IFF
+856.0%
+18,995.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | -5.3% | -1.8% | -3.4% | -4.7% |
| 30D | -6.4% | -2.0% | -4.5% | -6.0% |
| 3M | +5.7% | +18.5% | -12.8% | -0.1% |
| 6M | -0.9% | +11.7% | -12.6% | -5.6% |
| YTD | +8.2% | +29.6% | -21.4% | -1.8% |
| 1Y | +13.4% | +35.0% | -21.5% | +1.4% |
| 3Y | +68.5% | +32.3% | +36.2% | +47.8% |
| 5Y | +97.2% | -34.6% | +131.7% | +109.1% |
| 10Y | +190.2% | -20.6% | +210.8% | +176.8% |
| All | +19,851.2% | +856.0% | +18,995.2% | +9,347.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling