+240.4%
GS vs IFF
+33.6%
+206.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +3.4% | -0.2% | +3.6% | +3.4% |
| 30D | +0.2% | -0.3% | +0.5% | +0.2% |
| 3M | -0.3% | +18.6% | -18.9% | -3.6% |
| 6M | +27.4% | +17.4% | +10.0% | +22.8% |
| YTD | +19.6% | +28.5% | -8.8% | +12.7% |
| 1Y | +42.5% | +32.5% | +9.9% | +32.9% |
| 3Y | +240.4% | +34.1% | +206.4% | +196.3% |
| All | +240.4% | +33.6% | +206.9% | +196.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling