-10.5%
IP vs GFS
-13.5%
+3.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.0% | +2.1% |
| 7D | -3.0% | -3.1% | +0.1% | -2.7% |
| 30D | +10.6% | -16.0% | +26.6% | +13.2% |
| 3M | -13.6% | -24.7% | +11.1% | -10.3% |
| 6M | +10.4% | -45.1% | +55.5% | +19.2% |
| YTD | -6.5% | +16.5% | -23.0% | -12.6% |
| 1Y | -2.1% | +19.3% | -21.5% | -9.1% |
| 3Y | +22.0% | -20.0% | +41.9% | +17.3% |
| 5Y | -9.7% | -32.0% | +22.3% | -12.7% |
| All | -10.5% | -13.5% | +3.0% | -11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling