+6.9%
GD vs IRE
-84.4%
+91.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +14.0% | -15.8% | -1.9% |
| 7D | -5.3% | +54.8% | -60.0% | -5.8% |
| 30D | -6.4% | +18.4% | -24.8% | -6.8% |
| 3M | +5.7% | -66.7% | +72.4% | +6.6% |
| 6M | -0.9% | -52.3% | +51.4% | -2.1% |
| YTD | +8.2% | -52.3% | +60.5% | +5.9% |
| All | +6.9% | -84.4% | +91.3% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling