-12.1%
GFS vs IRM
+192.8%
-204.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -5.3% | -5.1% | -0.2% | -2.5% |
| 30D | -15.8% | -3.3% | -12.5% | -14.1% |
| 3M | -18.6% | -8.2% | -10.5% | -14.7% |
| 6M | -45.0% | -12.8% | -32.2% | -40.7% |
| YTD | +16.8% | +36.6% | -19.8% | +0.7% |
| 1Y | +17.8% | +11.9% | +5.9% | +11.7% |
| 3Y | -21.5% | +105.1% | -126.6% | -52.6% |
| 5Y | -29.3% | +182.4% | -211.7% | -66.9% |
| All | -12.1% | +192.8% | -204.9% | -59.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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