+24.8%
GFI vs IFF
+33.4%
-8.5%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.3% |
| 7D | -2.7% | -3.2% | +0.5% | -0.7% |
| 30D | +13.2% | -0.3% | +13.5% | +13.3% |
| 3M | +28.5% | +8.4% | +20.0% | +21.8% |
| 6M | -6.2% | +23.0% | -29.2% | -16.7% |
| YTD | +8.7% | +25.5% | -16.7% | -5.2% |
| 1Y | +24.8% | +29.1% | -4.2% | +8.8% |
| All | +24.8% | +33.4% | -8.5% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling