+17.6%
IP vs GFI
+1,288.5%
-1,270.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | -0.3% | -8.7% | +8.4% | -0.1% |
| 30D | +7.9% | +0.6% | +7.3% | +7.9% |
| 3M | -15.3% | -7.5% | -7.8% | -15.2% |
| 6M | +10.5% | -18.3% | +28.8% | +10.7% |
| YTD | -9.4% | -13.8% | +4.4% | -9.3% |
| 1Y | -4.6% | -8.8% | +4.2% | -4.6% |
| 3Y | +21.2% | +215.8% | -194.6% | +20.1% |
| 5Y | -13.3% | +301.2% | -314.5% | -14.7% |
| All | +17.6% | +1,288.5% | -1,270.9% | +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