+2,215.2%
GPC vs IFF
+848.0%
+1,367.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.6% |
| 7D | +0.2% | -0.2% | +0.4% | +0.3% |
| 30D | -0.4% | -0.3% | -0.1% | -0.3% |
| 3M | +39.2% | +18.6% | +20.6% | +30.8% |
| 6M | +18.2% | +17.4% | +0.9% | +10.5% |
| YTD | +12.1% | +28.5% | -16.4% | +1.3% |
| 1Y | -0.7% | +32.5% | -33.2% | -11.5% |
| 3Y | -1.7% | +34.1% | -35.7% | -14.6% |
| 5Y | +29.3% | -35.2% | +64.5% | +40.6% |
| 10Y | +80.7% | -21.1% | +101.7% | +74.7% |
| All | +2,215.2% | +848.0% | +1,367.3% | +839.8% |
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 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