-12.3%
GFS vs IRM
+192.9%
-205.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.1% | +0.8% | +2.7% |
| 7D | -3.1% | -3.8% | +0.6% | -1.0% |
| 30D | -16.0% | -3.2% | -12.8% | -14.4% |
| 3M | -24.7% | -7.8% | -16.9% | -21.3% |
| 6M | -45.1% | -12.7% | -32.4% | -40.9% |
| YTD | +16.5% | +36.7% | -20.2% | +0.4% |
| 1Y | +19.3% | +10.0% | +9.3% | +14.0% |
| 3Y | -20.0% | +107.2% | -127.2% | -52.0% |
| 5Y | -32.0% | +181.6% | -213.6% | -68.1% |
| All | -12.3% | +192.9% | -205.3% | -59.4% |
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