-30.1%
GFS vs IBN
+73.5%
-103.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.9% |
| 7D | +7.4% | +1.9% | +5.5% | +6.4% |
| 30D | -15.3% | +22.1% | -37.4% | -24.1% |
| 3M | -21.1% | +17.1% | -38.2% | -27.8% |
| 6M | -44.5% | +35.5% | -80.0% | -53.5% |
| YTD | +19.2% | +16.8% | +2.4% | +8.2% |
| 1Y | +27.2% | +12.4% | +14.8% | +17.9% |
| 3Y | -20.1% | +58.0% | -78.2% | -43.2% |
| All | -30.1% | +73.5% | -103.6% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling