-23.4%
GFS vs IFF
-37.6%
+14.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.6% | +6.1% | +5.7% |
| 7D | +6.2% | -5.7% | +11.9% | +8.4% |
| 30D | -11.4% | -2.7% | -8.6% | -10.9% |
| 3M | -15.5% | -2.3% | -13.2% | -15.4% |
| 6M | -42.6% | +6.0% | -48.6% | -45.0% |
| YTD | +23.2% | +24.6% | -1.4% | +8.3% |
| 1Y | +23.6% | +29.4% | -5.8% | +6.4% |
| 3Y | -17.2% | +23.1% | -40.3% | -29.7% |
| 5Y | -23.4% | -37.2% | +13.7% | -5.3% |
| All | -23.4% | -37.6% | +14.1% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling