-24.9%
GFS vs IRM
+90.1%
-115.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.0% | +5.2% | +5.7% |
| 7D | -7.8% | -8.6% | +0.8% | -3.6% |
| 30D | -19.7% | -8.0% | -11.7% | -16.3% |
| 3M | -23.1% | -12.0% | -11.1% | -18.2% |
| 6M | -46.4% | -18.2% | -28.2% | -41.0% |
| YTD | +11.0% | +31.4% | -20.3% | +2.1% |
| 1Y | +12.6% | +9.2% | +3.5% | +10.3% |
| 3Y | -24.9% | +94.6% | -119.5% | -57.0% |
| All | -24.9% | +90.1% | -115.0% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling