-19.1%
IP vs GFS
+37.2%
-56.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.1% |
| 7D | -5.3% | +1.0% | -6.3% | -5.3% |
| 30D | -10.9% | -8.6% | -2.3% | -10.2% |
| 3M | +11.2% | -46.5% | +57.7% | +18.3% |
| 6M | -10.2% | -4.8% | -5.4% | -13.5% |
| YTD | -2.0% | +29.7% | -31.6% | -7.7% |
| 1Y | -19.1% | +35.8% | -54.9% | -24.8% |
| All | -19.1% | +37.2% | -56.3% | -24.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling