+124.7%
GH vs IRE
-98.1%
+222.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -14.4% | +12.3% | -1.4% |
| 7D | +0.6% | -31.8% | +32.4% | +2.2% |
| 30D | -6.9% | -71.8% | +64.8% | -2.8% |
| 3M | -4.9% | -88.9% | +84.0% | +2.2% |
| 6M | +54.1% | -95.4% | +149.4% | +67.0% |
| YTD | +48.5% | -94.2% | +142.8% | +55.4% |
| 1Y | +61.2% | -97.1% | +158.3% | +71.1% |
| All | +124.7% | -98.1% | +222.8% | +139.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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