-13.0%
IP vs GFS
-17.5%
+4.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.2% | -5.4% | -0.1% |
| 7D | -5.1% | -7.8% | +2.8% | -4.0% |
| 30D | +8.5% | -19.7% | +28.2% | +11.8% |
| 3M | -13.8% | -23.1% | +9.3% | -10.9% |
| 6M | +5.7% | -46.4% | +52.1% | +14.5% |
| YTD | -9.1% | +11.0% | -20.2% | -14.5% |
| 1Y | -0.8% | +12.6% | -13.5% | -7.0% |
| 3Y | +14.8% | -24.9% | +39.7% | +11.5% |
| 5Y | -11.5% | -39.1% | +27.5% | -14.2% |
| All | -13.0% | -17.5% | +4.5% | -13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling