+71.8%
GH vs IFF
+44.8%
+26.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.9% | +1.2% | -2.7% |
| 7D | -7.7% | -3.3% | -4.4% | -7.1% |
| 30D | -10.0% | +5.3% | -15.3% | -11.3% |
| 3M | +5.5% | +8.9% | -3.4% | +3.0% |
| 6M | +84.9% | +26.3% | +58.6% | +75.0% |
| YTD | +65.0% | +32.2% | +32.9% | +57.8% |
| 1Y | +71.8% | +45.8% | +26.0% | +69.2% |
| All | +71.8% | +44.8% | +26.9% | +69.2% |
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