-13.7%
IP vs GFS
-22.3%
+8.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.9% | +5.9% | -2.4% |
| 7D | -5.0% | -20.7% | +15.7% | -1.7% |
| 30D | +6.5% | -25.2% | +31.8% | +11.0% |
| 3M | -18.0% | -26.3% | +8.3% | -14.7% |
| 6M | +10.3% | -50.7% | +61.0% | +21.1% |
| YTD | -9.9% | +4.5% | -14.4% | -14.4% |
| 1Y | -1.1% | +2.5% | -3.5% | -5.8% |
| 3Y | +13.0% | -30.9% | +43.9% | +11.3% |
| 5Y | -12.3% | -42.6% | +30.4% | -14.1% |
| All | -13.7% | -22.3% | +8.6% | -13.5% |
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