-34.7%
GFS vs IBN
+68.5%
-103.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +4.2% | +2.0% | +4.1% |
| 7D | -7.8% | +15.1% | -22.9% | -14.5% |
| 30D | -19.7% | +21.6% | -41.3% | -28.0% |
| 3M | -23.1% | +11.2% | -34.3% | -27.7% |
| 6M | -46.4% | +27.8% | -74.1% | -53.6% |
| YTD | +11.0% | +14.7% | -3.6% | +1.7% |
| 1Y | +12.6% | +14.4% | -1.8% | +3.1% |
| 3Y | -24.9% | +52.1% | -77.0% | -45.3% |
| All | -34.7% | +68.5% | -103.2% | -57.3% |
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