+299.6%
CG vs IRM
+840.3%
-540.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | +2.0% | -5.1% | +7.0% | +4.2% |
| 30D | +8.5% | -3.3% | +11.8% | +9.9% |
| 3M | -12.1% | -8.2% | -4.0% | -9.4% |
| 6M | -16.4% | -12.8% | -3.7% | -12.3% |
| YTD | -28.0% | +36.6% | -64.6% | -37.7% |
| 1Y | -18.9% | +11.9% | -30.8% | -23.9% |
| 3Y | +51.2% | +105.1% | -53.9% | +7.6% |
| 5Y | -15.9% | +182.4% | -198.3% | -47.1% |
| 10Y | +305.9% | +505.1% | -199.2% | +88.4% |
| All | +299.6% | +840.3% | -540.6% | +64.3% |
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 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