+96.7%
GD vs IRM
+173.7%
-77.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.1% | +8.8% | 0.0% |
| 7D | -3.9% | -10.9% | +7.0% | -1.7% |
| 30D | +8.1% | -9.4% | +17.5% | +10.1% |
| 3M | -6.8% | -16.4% | +9.6% | -3.6% |
| 6M | +3.0% | -18.7% | +21.7% | +6.9% |
| YTD | +7.8% | +30.1% | -22.3% | -0.4% |
| 1Y | +5.8% | +8.5% | -2.7% | +2.0% |
| 3Y | +55.3% | +88.0% | -32.7% | +24.3% |
| 5Y | +96.7% | +167.6% | -70.9% | +37.1% |
| All | +96.7% | +173.7% | -77.0% | +37.1% |
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