+17.8%
GFS vs IBN
+16.2%
+1.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | 0.0% |
| 7D | -5.3% | +15.8% | -21.1% | -7.9% |
| 30D | -15.8% | +25.1% | -40.9% | -20.6% |
| 3M | -18.6% | +16.0% | -34.6% | -20.8% |
| 6M | -45.0% | +32.8% | -77.8% | -50.6% |
| YTD | +16.8% | +18.0% | -1.2% | +5.6% |
| 1Y | +17.8% | +15.9% | +1.9% | +6.0% |
| All | +17.8% | +16.2% | +1.6% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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