+4,475.4%
GD vs IRM
+9,964.6%
-5,489.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.6% | -3.4% | -2.1% |
| 7D | -5.3% | -0.5% | -4.8% | -5.2% |
| 30D | -6.4% | -8.1% | +1.7% | -4.8% |
| 3M | +5.7% | -9.7% | +15.4% | +7.6% |
| 6M | -0.9% | +10.0% | -10.9% | -3.6% |
| YTD | +8.2% | +43.0% | -34.8% | -0.8% |
| 1Y | +13.4% | +32.7% | -19.3% | +5.5% |
| 3Y | +68.5% | +102.7% | -34.2% | +40.5% |
| 5Y | +97.2% | +187.6% | -90.4% | +50.6% |
| 10Y | +190.2% | +420.1% | -229.9% | +91.3% |
| All | +4,475.4% | +9,964.6% | -5,489.2% | +2,115.3% |
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 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