+23.6%
GFS vs IRE
-97.4%
+121.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +12.1% | -6.6% | +4.1% |
| 7D | +6.2% | -15.1% | +21.4% | +6.8% |
| 30D | -11.4% | -71.4% | +60.0% | -2.4% |
| 3M | -15.5% | -81.2% | +65.7% | -4.4% |
| 6M | -42.6% | -93.7% | +51.1% | -31.9% |
| YTD | +23.2% | -92.2% | +115.4% | +37.3% |
| 1Y | +23.6% | -97.3% | +120.8% | +41.1% |
| All | +23.6% | -97.4% | +121.0% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling