+502.4%
GFI vs IFF
-35.8%
+538.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.1% |
| 7D | -4.9% | -3.2% | -1.7% | -3.9% |
| 30D | +10.7% | -0.3% | +11.0% | +10.8% |
| 3M | +25.6% | +8.4% | +17.2% | +22.8% |
| 6M | -8.3% | +23.0% | -31.3% | -12.8% |
| YTD | +6.3% | +25.5% | -19.2% | +0.5% |
| 1Y | +22.1% | +29.1% | -7.0% | +14.6% |
| 3Y | +289.2% | +31.7% | +257.5% | +263.2% |
| All | +502.4% | -35.8% | +538.2% | +499.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling