+149.7%
GGLL vs IFF
+24.7%
+125.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | +5.1% | -9.8% | +14.9% | +8.6% |
| 30D | -35.5% | -1.6% | -33.9% | -35.7% |
| 3M | -39.2% | -1.8% | -37.4% | -39.3% |
| 6M | -54.4% | +3.6% | -58.0% | -55.6% |
| YTD | -29.8% | +25.4% | -55.2% | -37.7% |
| 1Y | -20.4% | +35.4% | -55.8% | -31.9% |
| 3Y | +149.7% | +23.9% | +125.8% | +91.4% |
| All | +149.7% | +24.7% | +125.0% | +91.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling