+217.5%
GGLL vs IFF
-17.9%
+235.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.7% | +6.3% | +4.4% |
| 7D | +11.5% | -6.9% | +18.4% | +14.1% |
| 30D | -31.2% | -8.9% | -22.4% | -29.5% |
| 3M | -28.7% | -3.7% | -25.0% | -28.4% |
| 6M | -47.2% | +3.5% | -50.7% | -48.6% |
| YTD | -24.3% | +21.2% | -45.4% | -31.2% |
| 1Y | -12.0% | +25.6% | -37.6% | -21.2% |
| 3Y | +169.6% | +19.7% | +149.9% | +139.9% |
| All | +217.5% | -17.9% | +235.4% | +248.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling