+9.0%
GD vs IRE
-97.0%
+106.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -23.2% | +20.7% | -2.4% |
| 7D | +3.0% | -46.8% | +49.8% | +3.3% |
| 30D | +10.5% | -75.5% | +86.0% | +11.5% |
| 3M | -5.0% | -79.4% | +74.5% | -4.1% |
| 6M | +5.5% | -91.3% | +96.8% | +6.3% |
| YTD | +10.3% | -90.8% | +101.2% | +9.2% |
| 1Y | +8.2% | -97.7% | +105.9% | +9.3% |
| All | +9.0% | -97.0% | +106.0% | +9.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling