+4,458.7%
GD vs IRM
+9,056.8%
-4,598.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.2% |
| 3M | -6.8% | -16.4% | +9.6% | -3.5% |
| 6M | +3.0% | -18.7% | +21.7% | +6.9% |
| YTD | +7.8% | +30.1% | -22.3% | +0.6% |
| 1Y | +5.8% | +8.5% | -2.7% | +2.6% |
| 3Y | +55.3% | +88.0% | -32.7% | +31.3% |
| 5Y | +96.7% | +167.6% | -70.9% | +52.3% |
| 10Y | +195.4% | +458.9% | -263.5% | +92.4% |
| All | +4,458.7% | +9,056.8% | -4,598.2% | +2,145.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling