-22.1%
GFS vs IFF
+33.6%
-55.7%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | 0.0% |
| 7D | +2.6% | -0.2% | +2.8% | +2.7% |
| 30D | -16.4% | -0.3% | -16.1% | -16.4% |
| 3M | -41.6% | +18.6% | -60.1% | -45.5% |
| 6M | -3.7% | +17.4% | -21.0% | -10.6% |
| YTD | +29.3% | +28.5% | +0.8% | +14.4% |
| 1Y | +37.1% | +32.5% | +4.6% | +19.0% |
| 3Y | -22.1% | +34.1% | -56.2% | -39.5% |
| All | -22.1% | +33.6% | -55.7% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling