-54.8%
GTLB vs IFF
-34.8%
-20.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.1% | -0.4% |
| 7D | -5.7% | -3.2% | -2.5% | -4.0% |
| 30D | +15.1% | -0.3% | +15.4% | +15.4% |
| 3M | +65.5% | +8.4% | +57.0% | +57.5% |
| 6M | +102.9% | +23.0% | +79.9% | +72.3% |
| YTD | +25.2% | +25.5% | -0.3% | +3.4% |
| 1Y | -5.5% | +29.1% | -34.6% | -24.2% |
| 3Y | -10.9% | +31.7% | -42.5% | -37.7% |
| All | -54.8% | -34.8% | -20.0% | -32.9% |
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 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