+17.8%
GFS vs IRM
+10.0%
+7.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | -5.3% | -5.1% | -0.2% | -1.8% |
| 30D | -15.8% | -3.3% | -12.5% | -13.7% |
| 3M | -18.6% | -8.2% | -10.5% | -13.7% |
| 6M | -45.0% | -12.8% | -32.2% | -39.7% |
| YTD | +16.8% | +36.6% | -19.8% | +1.9% |
| 1Y | +17.8% | +11.9% | +5.9% | +16.8% |
| All | +17.8% | +10.0% | +7.8% | +16.8% |
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