+170.6%
GD vs IRM
+514.0%
-343.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.5% | -0.5% |
| 7D | +0.6% | -5.3% | +5.9% | +2.1% |
| 30D | +9.5% | -2.3% | +11.8% | +9.9% |
| 3M | -5.8% | -7.4% | +1.6% | -4.2% |
| 6M | +7.7% | -12.2% | +20.0% | +10.9% |
| YTD | +11.1% | +38.6% | -27.6% | -1.8% |
| 1Y | +6.1% | +14.9% | -8.8% | -0.6% |
| 3Y | +59.8% | +108.2% | -48.3% | +17.5% |
| 5Y | +104.6% | +183.8% | -79.2% | +30.5% |
| 10Y | +170.6% | +512.6% | -342.1% | +26.3% |
| All | +170.6% | +514.0% | -343.4% | +26.3% |
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