-23.5%
GFS vs IRM
+188.8%
-212.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -1.6% |
| 7D | +17.2% | +8.6% | +8.6% | +12.1% |
| 30D | -8.7% | 0.0% | -8.7% | -8.6% |
| 3M | -19.7% | -7.1% | -12.5% | -16.3% |
| 6M | -40.7% | -7.9% | -32.8% | -37.9% |
| YTD | +22.5% | +41.3% | -18.8% | +3.5% |
| 1Y | +25.2% | +20.7% | +4.5% | +14.1% |
| 3Y | -17.7% | +112.2% | -129.8% | -51.7% |
| 5Y | -23.5% | +191.2% | -214.8% | -66.2% |
| All | -23.5% | +188.8% | -212.4% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling