+96.9%
GLD vs IFF
+22.2%
+74.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | 0.0% |
| 7D | -4.6% | -1.8% | -2.8% | -4.3% |
| 30D | -5.5% | -9.4% | +4.0% | -4.3% |
| 3M | -10.9% | -3.0% | -7.9% | -10.8% |
| 6M | -17.4% | +5.8% | -23.2% | -18.5% |
| YTD | -10.3% | +22.4% | -32.7% | -13.2% |
| 1Y | -7.2% | +23.0% | -30.2% | -10.3% |
| 3Y | +96.9% | +21.8% | +75.1% | +81.5% |
| All | +96.9% | +22.2% | +74.7% | +81.5% |
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