-8.0%
IP vs GFS
-3.9%
-4.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | +0.1% | +2.6% | -2.6% | -0.3% |
| 30D | -11.2% | -16.4% | +5.1% | -8.8% |
| 3M | +12.3% | -41.6% | +53.9% | +21.6% |
| 6M | -5.2% | -3.7% | -1.6% | -7.1% |
| YTD | -4.0% | +29.3% | -33.3% | -11.2% |
| 1Y | -19.2% | +37.1% | -56.3% | -26.5% |
| 3Y | +20.3% | -22.1% | +42.5% | +17.1% |
| All | -8.0% | -3.9% | -4.1% | -10.3% |
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