-19.1%
IP vs GFI
+45.3%
-64.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.4% |
| 7D | -5.3% | +3.1% | -8.4% | -5.7% |
| 30D | -10.9% | +27.1% | -38.0% | -13.8% |
| 3M | +11.2% | +21.2% | -10.0% | +7.3% |
| 6M | -10.2% | -4.5% | -5.7% | -12.5% |
| YTD | -2.0% | +11.7% | -13.7% | -5.4% |
| 1Y | -19.1% | +46.0% | -65.1% | -20.1% |
| All | -19.1% | +45.3% | -64.4% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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