-0.8%
GFS vs IFF
-35.5%
+34.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.5% |
| 7D | +4.5% | -3.0% | +7.5% | +5.6% |
| 30D | -8.2% | -0.9% | -7.3% | -8.0% |
| 3M | -38.9% | +11.8% | -50.7% | -42.1% |
| 6M | -2.9% | +16.5% | -19.4% | -10.6% |
| YTD | +31.8% | +26.5% | +5.3% | +16.4% |
| 1Y | +43.1% | +32.7% | +10.4% | +23.3% |
| 3Y | -20.6% | +32.0% | -52.7% | -33.8% |
| All | -0.8% | -35.5% | +34.7% | +12.6% |
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