+650.5%
GS vs IFF
-21.7%
+672.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.2% |
| 7D | +2.4% | -3.0% | +5.5% | +3.6% |
| 30D | -0.1% | -0.9% | +0.8% | +0.2% |
| 3M | +0.2% | +11.8% | -11.7% | -4.5% |
| 6M | +24.8% | +16.5% | +8.3% | +16.0% |
| YTD | +18.8% | +26.5% | -7.8% | +6.2% |
| 1Y | +37.3% | +32.7% | +4.6% | +19.8% |
| 3Y | +237.9% | +32.0% | +205.9% | +184.1% |
| 5Y | +187.0% | -36.1% | +223.1% | +221.7% |
| 10Y | +650.5% | -20.1% | +670.6% | +631.5% |
| All | +650.5% | -21.7% | +672.2% | +631.5% |
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