-8.5%
GGLL vs IFF
+27.0%
-35.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.3% |
| 7D | +7.7% | -1.8% | +9.4% | +8.1% |
| 30D | -30.2% | -9.4% | -20.8% | -29.0% |
| 3M | -31.3% | -3.0% | -28.3% | -31.6% |
| 6M | -52.1% | +5.8% | -57.9% | -53.8% |
| YTD | -25.9% | +22.4% | -48.2% | -31.9% |
| 1Y | -8.5% | +23.0% | -31.5% | -15.0% |
| All | -8.5% | +27.0% | -35.5% | -15.0% |
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