+390.3%
GDDY vs IFF
-7.5%
+397.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +1.9% |
| 7D | -3.2% | -3.2% | 0.0% | -2.2% |
| 30D | +6.8% | -0.3% | +7.1% | +6.9% |
| 3M | +30.5% | +8.4% | +22.0% | +27.3% |
| 6M | +13.3% | +23.0% | -9.7% | +4.6% |
| YTD | -21.0% | +25.5% | -46.4% | -27.7% |
| 1Y | -34.0% | +29.1% | -63.1% | -40.3% |
| 3Y | +33.1% | +31.7% | +1.4% | +16.2% |
| 5Y | +30.3% | -35.2% | +65.5% | +42.4% |
| 10Y | +205.5% | -20.7% | +226.2% | +189.1% |
| All | +390.3% | -7.5% | +397.9% | +304.5% |
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