+188.5%
GD vs IRM
+456.9%
-268.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | -5.0% | -8.6% | +3.6% | -2.7% |
| 30D | +8.9% | -8.0% | +16.9% | +11.3% |
| 3M | -8.0% | -12.0% | +3.9% | -5.1% |
| 6M | +2.9% | -18.2% | +21.1% | +8.0% |
| YTD | +7.1% | +31.4% | -24.3% | -3.6% |
| 1Y | +5.9% | +9.2% | -3.2% | +0.8% |
| 3Y | +53.9% | +94.6% | -40.7% | +16.0% |
| 5Y | +95.4% | +170.2% | -74.7% | +27.3% |
| All | +188.5% | +456.9% | -268.4% | +44.7% |
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