+9.8%
CG vs IRM
+192.5%
-182.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -1.8% |
| 7D | -1.3% | +1.6% | -2.9% | -2.2% |
| 30D | -3.2% | -4.2% | +1.0% | -1.2% |
| 3M | +6.2% | -5.4% | +11.6% | +8.6% |
| 6M | -4.7% | +12.0% | -16.7% | -11.7% |
| YTD | -20.6% | +42.0% | -62.7% | -36.3% |
| 1Y | -26.4% | +29.9% | -56.2% | -38.4% |
| 3Y | +55.4% | +104.4% | -49.0% | -10.7% |
| 5Y | +9.8% | +191.0% | -181.2% | -49.3% |
| All | +9.8% | +192.5% | -182.7% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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