+238.0%
GM vs IFF
+132.8%
+105.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -2.4% | -3.2% | +0.7% | -0.9% |
| 30D | -1.1% | -0.3% | -0.8% | -1.0% |
| 3M | +6.1% | +8.4% | -2.3% | +1.3% |
| 6M | +15.0% | +23.0% | -8.1% | +1.9% |
| YTD | +6.0% | +25.5% | -19.5% | -7.8% |
| 1Y | +47.1% | +29.1% | +18.0% | +25.7% |
| 3Y | +170.5% | +31.7% | +138.8% | +120.2% |
| 5Y | +80.5% | -35.2% | +115.7% | +109.2% |
| 10Y | +238.7% | -20.7% | +259.4% | +225.7% |
| All | +238.0% | +132.8% | +105.2% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling