+2,030.1%
GPC vs IFF
+802.8%
+1,227.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +0.4% | -1.8% | +2.2% | +1.1% |
| 30D | -6.3% | -9.4% | +3.1% | -3.1% |
| 3M | -8.2% | -3.0% | -5.2% | -7.4% |
| 6M | +27.1% | +5.8% | +21.3% | +24.1% |
| YTD | +3.1% | +22.4% | -19.2% | -5.4% |
| 1Y | +0.1% | +23.0% | -23.0% | -8.5% |
| 3Y | +0.2% | +21.8% | -21.5% | -9.9% |
| 5Y | +4.9% | -39.2% | +44.1% | +16.9% |
| 10Y | +75.2% | -12.4% | +87.6% | +63.2% |
| All | +2,030.1% | +802.8% | +1,227.3% | +777.9% |
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