+2,064.0%
GS vs IFF
+299.4%
+1,764.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +0.9% | -1.8% | +2.8% | +1.8% |
| 30D | -1.6% | -2.0% | +0.4% | -0.8% |
| 3M | -4.5% | +18.5% | -23.0% | -12.9% |
| 6M | +20.9% | +11.7% | +9.2% | +11.9% |
| YTD | +19.9% | +29.6% | -9.7% | +2.3% |
| 1Y | +41.4% | +35.0% | +6.5% | +17.3% |
| 3Y | +239.2% | +32.3% | +206.9% | +172.6% |
| 5Y | +185.0% | -34.6% | +219.6% | +214.7% |
| 10Y | +655.0% | -20.6% | +675.6% | +598.6% |
| All | +2,064.0% | +299.4% | +1,764.6% | +746.7% |
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