+2,110.1%
GNRC vs IFF
+193.6%
+1,916.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.5% | +3.2% |
| 7D | -0.2% | -3.2% | +3.0% | +1.4% |
| 30D | -15.7% | -0.3% | -15.4% | -15.8% |
| 3M | -27.3% | +8.4% | -35.8% | -31.2% |
| 6M | -12.1% | +23.0% | -35.1% | -23.3% |
| YTD | +37.1% | +25.5% | +11.7% | +17.6% |
| 1Y | -0.5% | +29.1% | -29.5% | -16.2% |
| 3Y | +61.5% | +31.7% | +29.9% | +30.9% |
| 5Y | -58.6% | -35.2% | -23.4% | -51.7% |
| 10Y | +446.3% | -20.7% | +467.0% | +419.9% |
| All | +2,110.1% | +193.6% | +1,916.5% | +787.1% |
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