+18.3%
IP vs GFI
+1,023.9%
-1,005.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.3% | -4.7% | -5.1% |
| 7D | -4.6% | +4.7% | -9.3% | -4.7% |
| 30D | -15.3% | +14.4% | -29.7% | -15.5% |
| 3M | +2.7% | +32.5% | -29.8% | +2.0% |
| 6M | -7.4% | -7.2% | -0.2% | -7.7% |
| YTD | -8.8% | +10.9% | -19.7% | -9.2% |
| 1Y | -22.4% | +35.5% | -57.9% | -22.9% |
| 3Y | +14.2% | +312.1% | -297.9% | +12.4% |
| 5Y | -21.8% | +524.6% | -546.4% | -23.5% |
| 10Y | +18.3% | +1,092.7% | -1,074.4% | +27.8% |
| All | +18.3% | +1,023.9% | -1,005.6% | +27.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling