-11.5%
IP vs GFS
-13.3%
+1.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | 0.0% | -5.3% | +5.3% | +0.8% |
| 30D | +9.4% | -15.8% | +25.2% | +11.9% |
| 3M | -14.1% | -18.6% | +4.6% | -11.9% |
| 6M | +9.2% | -45.0% | +54.2% | +17.8% |
| YTD | -7.5% | +16.8% | -24.3% | -13.7% |
| 1Y | -2.8% | +17.8% | -20.6% | -9.5% |
| 3Y | +21.2% | -21.5% | +42.8% | +17.0% |
| 5Y | -11.5% | -29.3% | +17.9% | -14.3% |
| All | -11.5% | -13.3% | +1.8% | -12.8% |
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