+323.5%
IP vs GFI
+566.6%
-243.1%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.5% | -2.7% | +0.7% |
| 7D | -5.1% | +19.0% | -24.0% | -6.0% |
| 30D | +8.5% | +11.8% | -3.2% | +7.8% |
| 3M | -13.8% | +7.3% | -21.1% | -14.3% |
| 6M | +5.7% | -13.3% | +19.0% | +6.2% |
| YTD | -9.1% | -5.6% | -3.5% | -9.4% |
| 1Y | -0.8% | +9.2% | -10.0% | -1.9% |
| 3Y | +14.8% | +213.7% | -198.9% | +6.0% |
| 5Y | -11.5% | +395.5% | -407.0% | -21.5% |
| 10Y | +27.9% | +1,132.8% | -1,104.9% | +3.3% |
| All | +323.5% | +566.6% | -243.1% | +231.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling