+6.5%
GD vs IRE
-98.0%
+104.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -33.9% | +31.6% | -2.1% |
| 7D | -3.9% | -57.1% | +53.2% | -3.4% |
| 30D | +8.1% | -84.4% | +92.5% | +9.4% |
| 3M | -6.8% | -85.0% | +78.2% | -5.8% |
| 6M | +3.0% | -95.2% | +98.2% | +4.6% |
| YTD | +7.8% | -93.9% | +101.7% | +7.0% |
| 1Y | +5.8% | -98.8% | +104.6% | +8.0% |
| All | +6.5% | -98.0% | +104.5% | +6.8% |
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 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