+55.4%
IOT vs GFS
-22.5%
+77.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -1.0% |
| 7D | -4.5% | +3.8% | -8.4% | -5.9% |
| 30D | -2.4% | -11.7% | +9.3% | +1.9% |
| 3M | +19.0% | -41.8% | +60.7% | +42.0% |
| 6M | +19.6% | +6.6% | +13.0% | +3.6% |
| YTD | +8.3% | +34.6% | -26.4% | -19.3% |
| 1Y | -0.8% | +46.2% | -47.0% | -29.6% |
| 3Y | +24.4% | -20.3% | +44.7% | +14.9% |
| All | +55.4% | -22.5% | +77.8% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling