+98.0%
GD vs IRM
+185.3%
-87.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.1% | -1.8% | +1.4% |
| 7D | -3.0% | -3.8% | +0.7% | -2.4% |
| 30D | +9.3% | -3.2% | +12.5% | +9.8% |
| 3M | -7.2% | -7.8% | +0.6% | -5.9% |
| 6M | +5.5% | -12.7% | +18.2% | +7.8% |
| YTD | +9.5% | +36.7% | -27.2% | +0.2% |
| 1Y | +6.4% | +10.0% | -3.6% | +2.5% |
| 3Y | +59.8% | +107.2% | -47.4% | +24.7% |
| 5Y | +98.0% | +181.6% | -83.6% | +36.1% |
| All | +98.0% | +185.3% | -87.4% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling