+371.6%
GH vs IFF
+29.0%
+342.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -2.5% | -3.2% | +0.7% | -1.4% |
| 30D | -4.7% | -0.3% | -4.4% | -4.7% |
| 3M | +20.2% | +8.4% | +11.8% | +16.4% |
| 6M | +78.8% | +23.0% | +55.7% | +64.7% |
| YTD | +54.1% | +25.5% | +28.6% | +39.6% |
| 1Y | +177.1% | +29.1% | +148.0% | +147.0% |
| 3Y | +371.6% | +31.7% | +340.0% | +266.0% |
| All | +371.6% | +29.0% | +342.6% | +266.0% |
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 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