+24.4%
IOT vs GFS
-19.7%
+44.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.6% |
| 7D | -4.5% | +3.8% | -8.4% | -5.3% |
| 30D | -2.4% | -11.7% | +9.3% | +0.1% |
| 3M | +19.0% | -41.8% | +60.7% | +32.8% |
| 6M | +19.6% | +6.6% | +13.0% | +6.4% |
| YTD | +8.3% | +34.6% | -26.4% | -14.5% |
| 1Y | -0.8% | +46.2% | -47.0% | -24.5% |
| 3Y | +24.4% | -20.3% | +44.7% | +20.0% |
| All | +24.4% | -19.7% | +44.1% | +20.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling