+9.3%
GEHC vs IFF
-10.8%
+20.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.9% |
| 7D | -7.6% | -3.0% | -4.6% | -6.7% |
| 30D | -10.7% | -0.9% | -9.7% | -10.4% |
| 3M | -1.2% | +11.8% | -13.1% | -5.3% |
| 6M | -13.7% | +16.5% | -30.3% | -18.9% |
| YTD | -20.4% | +26.5% | -46.9% | -27.4% |
| 1Y | -17.0% | +32.7% | -49.7% | -25.7% |
| 3Y | +0.9% | +32.0% | -31.1% | -8.1% |
| All | +9.3% | -10.8% | +20.1% | +1.7% |
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