+82.3%
GPC vs IFF
-20.3%
+102.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | -3.2% | -3.2% | 0.0% | -2.1% |
| 30D | +0.5% | -0.3% | +0.8% | +0.6% |
| 3M | +31.7% | +8.4% | +23.3% | +27.8% |
| 6M | +24.7% | +23.0% | +1.7% | +14.9% |
| YTD | +11.8% | +25.5% | -13.7% | +2.0% |
| 1Y | -3.0% | +29.1% | -32.0% | -12.6% |
| 3Y | -1.1% | +31.7% | -32.8% | -13.7% |
| 5Y | +30.5% | -35.2% | +65.7% | +43.9% |
| All | +82.3% | -20.3% | +102.5% | +71.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling