+5.8%
GD vs IRE
-97.2%
+103.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +39.6% | -40.2% | -0.9% |
| 7D | -5.0% | -27.2% | +22.2% | -4.9% |
| 30D | +8.9% | -75.1% | +84.0% | +9.8% |
| 3M | -8.0% | -77.9% | +69.8% | -7.4% |
| 6M | +2.9% | -94.6% | +97.5% | +4.8% |
| YTD | +7.1% | -91.5% | +98.6% | +6.0% |
| 1Y | +5.9% | -97.8% | +103.8% | +7.1% |
| All | +5.8% | -97.2% | +103.0% | +5.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling