+14.4%
GFS vs IRE
-97.3%
+111.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.5% | +7.4% | +5.2% |
| 7D | -3.1% | -15.5% | +12.4% | -2.8% |
| 30D | -16.0% | -70.4% | +54.4% | -7.9% |
| 3M | -24.7% | -81.6% | +56.9% | -14.8% |
| 6M | -45.1% | -94.7% | +49.6% | -34.6% |
| YTD | +16.5% | -91.8% | +108.2% | +28.4% |
| 1Y | +19.3% | -97.6% | +116.9% | +40.0% |
| All | +14.4% | -97.3% | +111.7% | +30.9% |
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