+5.9%
GD vs IRM
+10.1%
-4.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.7% |
| 7D | -5.0% | -8.6% | +3.6% | -4.1% |
| 30D | +8.9% | -8.0% | +16.9% | +9.8% |
| 3M | -8.0% | -12.0% | +3.9% | -6.9% |
| 6M | +2.9% | -18.2% | +21.1% | +5.0% |
| YTD | +7.1% | +31.4% | -24.3% | -0.5% |
| 1Y | +5.9% | +9.2% | -3.2% | +3.7% |
| All | +5.9% | +10.1% | -4.1% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling