+188.7%
GD vs IRM
+418.8%
-230.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.3% |
| 7D | -5.3% | -0.5% | -4.8% | -5.1% |
| 30D | -6.4% | -8.1% | +1.7% | -4.2% |
| 3M | +5.7% | -9.7% | +15.4% | +8.4% |
| 6M | -0.9% | +10.0% | -10.9% | -4.8% |
| YTD | +8.2% | +43.0% | -34.8% | -4.6% |
| 1Y | +13.4% | +32.7% | -19.3% | +2.0% |
| 3Y | +68.5% | +102.7% | -34.2% | +26.5% |
| 5Y | +97.2% | +187.6% | -90.4% | +27.1% |
| All | +188.7% | +418.8% | -230.1% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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