+2.7%
GFS vs IRE
-98.0%
+100.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -33.9% | +24.1% | -6.3% |
| 7D | -20.7% | -57.1% | +36.4% | -14.3% |
| 30D | -25.2% | -84.4% | +59.2% | -12.1% |
| 3M | -26.3% | -85.0% | +58.7% | -14.2% |
| 6M | -50.7% | -95.2% | +44.5% | -39.8% |
| YTD | +4.5% | -93.9% | +98.5% | +19.8% |
| 1Y | +2.5% | -98.8% | +101.3% | +28.9% |
| All | +2.7% | -98.0% | +100.7% | +22.1% |
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 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