+5.5%
GD vs IRE
-90.1%
+95.6%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -23.2% | +20.7% | -2.8% |
| 7D | +3.0% | -46.8% | +49.8% | +2.3% |
| 30D | +10.5% | -75.5% | +86.0% | +9.3% |
| 3M | -5.0% | -79.4% | +74.5% | -6.0% |
| 6M | +5.5% | -91.3% | +96.8% | +3.3% |
| All | +5.5% | -90.1% | +95.6% | +3.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling