+29.6%
GPC vs IFF
-35.8%
+65.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.2% |
| 7D | -3.2% | -3.2% | 0.0% | -2.3% |
| 30D | +0.5% | -0.3% | +0.8% | +0.6% |
| 3M | +31.7% | +8.4% | +23.3% | +28.7% |
| 6M | +24.7% | +23.0% | +1.7% | +17.2% |
| YTD | +11.8% | +25.5% | -13.7% | +4.3% |
| 1Y | -3.0% | +29.1% | -32.0% | -10.2% |
| 3Y | -1.1% | +31.7% | -32.8% | -10.3% |
| All | +29.6% | -35.8% | +65.4% | +37.8% |
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