-2.4%
GFS vs IRM
+206.4%
-208.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.6% | -0.1% | +0.7% |
| 7D | +1.0% | -0.5% | +1.5% | +1.2% |
| 30D | -8.6% | -8.1% | -0.5% | -4.5% |
| 3M | -46.5% | -9.7% | -36.9% | -43.6% |
| 6M | -4.8% | +10.0% | -14.8% | -8.8% |
| YTD | +29.7% | +43.0% | -13.3% | +9.0% |
| 1Y | +35.8% | +32.7% | +3.2% | +17.5% |
| 3Y | -18.3% | +102.7% | -121.1% | -50.3% |
| All | -2.4% | +206.4% | -208.9% | -55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling