-2.8%
IP vs GFS
+17.3%
-20.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | 0.0% | -5.3% | +5.3% | +0.4% |
| 30D | +9.4% | -15.8% | +25.2% | +10.8% |
| 3M | -14.1% | -18.6% | +4.6% | -12.8% |
| 6M | +9.2% | -45.0% | +54.2% | +14.5% |
| YTD | -7.5% | +16.8% | -24.3% | -16.4% |
| 1Y | -2.8% | +17.8% | -20.6% | -13.1% |
| All | -2.8% | +17.3% | -20.1% | -13.1% |
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