-54.5%
GTLB vs IFF
-34.4%
-20.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.3% |
| 7D | -4.1% | -2.8% | -1.3% | -2.6% |
| 30D | +12.3% | -1.1% | +13.4% | +13.1% |
| 3M | +65.9% | +13.8% | +52.1% | +53.6% |
| 6M | +104.0% | +16.7% | +87.3% | +79.2% |
| YTD | +26.0% | +26.1% | -0.1% | +3.7% |
| 1Y | -3.5% | +33.5% | -37.0% | -24.4% |
| 3Y | -9.6% | +31.6% | -41.2% | -36.6% |
| All | -54.5% | -34.4% | -20.0% | -32.7% |
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