+12.2%
IOT vs GFS
+37.2%
-25.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.5% | +2.2% | +3.7% |
| 7D | -2.3% | +1.0% | -3.3% | -2.3% |
| 30D | +3.8% | -8.6% | +12.4% | +3.8% |
| 3M | +14.2% | -46.5% | +60.7% | +15.8% |
| 6M | +40.1% | -4.8% | +44.9% | +29.9% |
| YTD | +13.4% | +29.7% | -16.3% | -8.3% |
| 1Y | +12.2% | +35.8% | -23.7% | -8.0% |
| All | +12.2% | +37.2% | -25.0% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 1y: compounded portfolio wealth divided by compounded GFS 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…
1y analysis · Full analysis span regression · 6 months rolling