+376.1%
GLW vs IFF
-36.2%
+412.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +11.7% | -2.8% | +14.5% | +12.5% |
| 30D | +2.7% | -1.1% | +3.8% | +2.8% |
| 3M | -2.8% | +13.8% | -16.6% | -7.3% |
| 6M | +20.2% | +16.7% | +3.5% | +13.1% |
| YTD | +87.3% | +26.1% | +61.2% | +72.1% |
| 1Y | +119.6% | +33.5% | +86.1% | +97.6% |
| 3Y | +453.7% | +31.6% | +422.1% | +387.9% |
| 5Y | +376.1% | -34.9% | +410.9% | +413.2% |
| All | +376.1% | -36.2% | +412.3% | +413.2% |
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 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