+13,680.6%
GWW vs IFF
+825.7%
+12,854.9%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -3.4% | -3.2% | -0.2% | -2.3% |
| 30D | -1.9% | -0.3% | -1.6% | -1.9% |
| 3M | -2.4% | +8.4% | -10.8% | -5.8% |
| 6M | +15.7% | +23.0% | -7.3% | +5.6% |
| YTD | +27.6% | +25.5% | +2.1% | +15.1% |
| 1Y | +27.2% | +29.1% | -1.9% | +13.1% |
| 3Y | +89.7% | +31.7% | +58.0% | +62.4% |
| 5Y | +223.9% | -35.2% | +259.1% | +248.2% |
| 10Y | +567.1% | -20.7% | +587.8% | +529.9% |
| All | +13,680.6% | +825.7% | +12,854.9% | +4,801.5% |
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