-12.2%
GGLL vs IFF
+44.8%
-57.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -4.9% | +11.4% | +7.7% |
| 7D | -23.1% | -3.3% | -19.8% | -22.7% |
| 30D | -32.9% | +5.3% | -38.2% | -34.4% |
| 3M | -44.9% | +8.9% | -53.8% | -46.9% |
| 6M | -49.5% | +26.3% | -75.9% | -53.6% |
| YTD | -28.9% | +32.2% | -61.1% | -36.0% |
| 1Y | -12.2% | +45.8% | -57.9% | -23.5% |
| All | -12.2% | +44.8% | -57.0% | -23.5% |
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 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