+350.2%
CG vs IRM
+884.2%
-534.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.3% | -2.3% |
| 7D | -4.3% | -0.5% | -3.9% | -4.2% |
| 30D | -5.1% | -8.1% | +3.0% | -1.9% |
| 3M | +8.7% | -9.7% | +18.3% | +12.8% |
| 6M | -9.2% | +10.0% | -19.2% | -13.4% |
| YTD | -18.9% | +43.0% | -61.9% | -31.0% |
| 1Y | -25.6% | +32.7% | -58.3% | -35.1% |
| 3Y | +57.3% | +102.7% | -45.4% | +12.7% |
| 5Y | +10.2% | +187.6% | -177.4% | -31.2% |
| 10Y | +364.2% | +420.1% | -55.9% | +123.9% |
| All | +350.2% | +884.2% | -534.1% | +82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling