+1,036.1%
GFI vs IFF
-20.3%
+1,056.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | -2.7% | -3.2% | +0.5% | -2.0% |
| 30D | +13.2% | -0.3% | +13.5% | +13.3% |
| 3M | +28.5% | +8.4% | +20.0% | +26.5% |
| 6M | -6.2% | +23.0% | -29.2% | -9.4% |
| YTD | +8.7% | +25.5% | -16.7% | +4.6% |
| 1Y | +24.8% | +29.1% | -4.2% | +19.5% |
| 3Y | +298.0% | +31.7% | +266.4% | +279.5% |
| 5Y | +546.0% | -35.2% | +581.2% | +554.0% |
| All | +1,036.1% | -20.3% | +1,056.3% | +1,029.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling