+60.2%
GGLL vs IFF
+32.7%
+27.5%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -5.8% | -2.8% | -3.0% | -5.0% |
| 30D | -7.2% | -1.1% | -6.1% | -6.8% |
| 3M | -17.5% | +13.8% | -31.4% | -20.9% |
| 6M | +5.1% | +16.7% | -11.6% | -0.6% |
| YTD | -1.3% | +26.1% | -27.5% | -7.8% |
| 1Y | +60.2% | +33.5% | +26.7% | +41.2% |
| All | +60.2% | +32.7% | +27.5% | +41.2% |
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