+19,650.5%
GD vs IFF
+819.1%
+18,831.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.3% | +3.7% | +0.7% |
| 7D | -5.0% | -11.2% | +6.2% | -1.6% |
| 30D | +8.9% | -1.8% | +10.7% | +9.4% |
| 3M | -8.0% | -1.8% | -6.2% | -7.8% |
| 6M | +2.9% | +0.6% | +2.3% | +1.9% |
| YTD | +7.1% | +24.6% | -17.5% | -1.8% |
| 1Y | +5.9% | +34.4% | -28.5% | -5.3% |
| 3Y | +53.9% | +22.1% | +31.8% | +38.5% |
| 5Y | +95.4% | -34.3% | +129.7% | +106.7% |
| 10Y | +193.5% | -17.9% | +211.4% | +176.4% |
| All | +19,650.5% | +819.1% | +18,831.5% | +9,348.3% |
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 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