-14.6%
IP vs GFS
-23.1%
+8.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.5% | -2.0% |
| 7D | -0.9% | +17.2% | -18.1% | -3.4% |
| 30D | +6.7% | -8.7% | +15.4% | +7.8% |
| 3M | -16.6% | -19.7% | +3.1% | -14.2% |
| 6M | +6.0% | -40.7% | +46.7% | +13.3% |
| YTD | -10.7% | +22.5% | -33.2% | -17.6% |
| 1Y | -6.7% | +25.2% | -31.9% | -14.3% |
| 3Y | +17.1% | -17.7% | +34.8% | +12.0% |
| 5Y | -14.6% | -23.5% | +9.0% | -19.0% |
| All | -14.6% | -23.1% | +8.5% | -19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling