+17.7%
GFS vs IFF
+44.8%
-27.2%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -4.9% | -1.1% | -5.9% |
| 7D | -12.5% | -3.3% | -9.2% | -12.4% |
| 30D | -16.9% | +5.3% | -22.2% | -17.1% |
| 3M | -22.3% | +8.9% | -31.2% | -22.7% |
| 6M | -40.2% | +26.3% | -66.6% | -42.1% |
| YTD | +16.0% | +32.2% | -16.2% | +10.3% |
| 1Y | +17.7% | +45.8% | -28.1% | +9.4% |
| All | +17.7% | +44.8% | -27.2% | +9.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling