+9.0%
GFS vs IRE
-97.2%
+106.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +39.6% | -33.4% | +1.9% |
| 7D | -7.8% | -27.2% | +19.3% | -6.3% |
| 30D | -19.7% | -75.1% | +55.5% | -10.5% |
| 3M | -23.1% | -77.9% | +54.7% | -14.5% |
| 6M | -46.4% | -94.6% | +48.2% | -36.3% |
| YTD | +11.0% | -91.5% | +102.6% | +22.1% |
| 1Y | +12.6% | -97.8% | +110.5% | +33.2% |
| All | +9.0% | -97.2% | +106.3% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling