+313.5%
GGLL vs IFF
-14.5%
+328.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -5.8% | -2.8% | -3.0% | -4.8% |
| 30D | -7.2% | -1.1% | -6.1% | -6.8% |
| 3M | -17.5% | +13.8% | -31.4% | -21.7% |
| 6M | +5.1% | +16.7% | -11.6% | -1.5% |
| YTD | -1.3% | +26.1% | -27.5% | -10.8% |
| 1Y | +60.2% | +33.5% | +26.7% | +41.3% |
| 3Y | +230.8% | +31.6% | +199.2% | +186.8% |
| All | +313.5% | -14.5% | +328.1% | +351.8% |
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