+1.3%
GPC vs IFF
+34.4%
-33.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.4% |
| 7D | +0.4% | -1.8% | +2.2% | +1.1% |
| 30D | +5.1% | -2.0% | +7.1% | +5.8% |
| 3M | +41.5% | +18.5% | +23.0% | +33.4% |
| 6M | +21.8% | +11.7% | +10.1% | +16.5% |
| YTD | +14.6% | +29.6% | -15.0% | +2.9% |
| 1Y | +1.3% | +35.0% | -33.7% | -10.6% |
| All | +1.3% | +34.4% | -33.2% | -10.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling