+27.3%
GFS vs IRE
-84.4%
+111.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +14.0% | -12.5% | +0.1% |
| 7D | +1.0% | +54.8% | -53.8% | -3.5% |
| 30D | -8.6% | +18.4% | -27.0% | -11.0% |
| 3M | -46.5% | -66.7% | +20.2% | -44.2% |
| 6M | -4.8% | -52.3% | +47.5% | -5.8% |
| YTD | +29.7% | -52.3% | +82.0% | +24.4% |
| All | +27.3% | -84.4% | +111.8% | +26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling