+10.3%
IP vs GFS
-47.9%
+58.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.9% | +5.9% | -3.4% |
| 7D | -5.0% | -20.7% | +15.7% | -3.9% |
| 30D | +6.5% | -25.2% | +31.8% | +8.1% |
| 3M | -18.0% | -26.3% | +8.3% | -16.9% |
| 6M | +10.3% | -50.7% | +61.0% | +16.0% |
| All | +10.3% | -47.9% | +58.2% | +16.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling