+27.2%
GFS vs IRM
+20.8%
+6.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.7% | -2.0% | -2.2% |
| 7D | +7.4% | +6.8% | +0.6% | +2.6% |
| 30D | -15.3% | +2.6% | -17.9% | -16.4% |
| 3M | -21.1% | -9.5% | -11.6% | -15.5% |
| 6M | -44.5% | -8.5% | -36.0% | -41.0% |
| YTD | +19.2% | +40.3% | -21.0% | +3.9% |
| 1Y | +27.2% | +28.7% | -1.4% | +15.2% |
| All | +27.2% | +20.8% | +6.5% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling