+225.5%
GWW vs IFF
-35.8%
+261.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.8% |
| 7D | -3.4% | -3.2% | -0.2% | -2.8% |
| 30D | -1.9% | -0.3% | -1.6% | -1.9% |
| 3M | -2.4% | +8.4% | -10.8% | -4.3% |
| 6M | +15.7% | +23.0% | -7.3% | +9.8% |
| YTD | +27.6% | +25.5% | +2.1% | +20.1% |
| 1Y | +27.2% | +29.1% | -1.9% | +18.7% |
| 3Y | +89.7% | +31.7% | +58.0% | +71.8% |
| All | +225.5% | -35.8% | +261.3% | +251.1% |
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