+328.4%
GGLL vs IFF
-13.0%
+341.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.8% | +0.2% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | -9.7% | -0.3% | -9.4% | -9.6% |
| 3M | -18.0% | +18.6% | -36.6% | -23.3% |
| 6M | +15.3% | +17.4% | -2.1% | +7.7% |
| YTD | +2.2% | +28.5% | -26.3% | -8.2% |
| 1Y | +73.1% | +32.5% | +40.6% | +53.0% |
| 3Y | +242.7% | +34.1% | +208.6% | +195.1% |
| All | +328.4% | -13.0% | +341.3% | +364.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling