+48.2%
GSK vs IFF
-35.8%
+84.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -3.5% | -3.2% | -0.4% | -3.0% |
| 30D | -3.4% | -0.3% | -3.2% | -3.4% |
| 3M | -8.1% | +8.4% | -16.6% | -9.5% |
| 6M | -11.1% | +23.0% | -34.2% | -14.6% |
| YTD | +0.7% | +25.5% | -24.7% | -3.5% |
| 1Y | +20.1% | +29.1% | -8.9% | +14.4% |
| 3Y | +46.1% | +31.7% | +14.5% | +38.9% |
| All | +48.2% | -35.8% | +84.0% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling