+393.9%
GH vs IRM
+404.3%
-10.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.5% |
| 7D | -1.2% | -1.8% | +0.6% | -0.5% |
| 30D | -3.7% | -7.8% | +4.1% | -0.6% |
| 3M | +21.7% | -7.9% | +29.5% | +24.9% |
| 6M | +75.7% | +6.3% | +69.4% | +69.7% |
| YTD | +55.7% | +38.2% | +17.5% | +33.5% |
| 1Y | +181.1% | +19.8% | +161.3% | +155.0% |
| 3Y | +371.6% | +98.8% | +272.9% | +231.6% |
| 5Y | +23.2% | +191.8% | -168.6% | -23.6% |
| All | +393.9% | +404.3% | -10.4% | +165.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling