-13.2%
IP vs GFS
-11.4%
-1.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.9% |
| 7D | -0.3% | +7.4% | -7.7% | -1.4% |
| 30D | +7.9% | -15.3% | +23.2% | +10.3% |
| 3M | -15.3% | -21.1% | +5.8% | -12.7% |
| 6M | +10.5% | -44.5% | +55.0% | +19.1% |
| YTD | -9.4% | +19.2% | -28.6% | -15.7% |
| 1Y | -4.6% | +27.2% | -31.9% | -12.4% |
| 3Y | +21.2% | -20.1% | +41.4% | +16.7% |
| 5Y | -13.3% | -25.6% | +12.3% | -16.2% |
| All | -13.2% | -11.4% | -1.8% | -14.8% |
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