+650.5%
GFI vs IFF
+825.7%
-175.2%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.7% | -1.2% |
| 7D | -4.9% | -3.2% | -1.7% | -4.2% |
| 30D | +10.7% | -0.3% | +11.0% | +10.8% |
| 3M | +25.6% | +8.4% | +17.2% | +23.7% |
| 6M | -8.3% | +23.0% | -31.3% | -11.5% |
| YTD | +6.3% | +25.5% | -19.2% | +2.0% |
| 1Y | +22.1% | +29.1% | -7.0% | +16.5% |
| 3Y | +289.2% | +31.7% | +257.5% | +267.3% |
| 5Y | +531.7% | -35.2% | +566.9% | +559.5% |
| 10Y | +1,043.8% | -20.7% | +1,064.5% | +1,011.0% |
| All | +650.5% | +825.7% | -175.2% | +520.4% |
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