+387.8%
GH vs IRM
+102.2%
+285.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.9% | +1.4% |
| 7D | -0.2% | +3.0% | -3.2% | -1.3% |
| 30D | -2.6% | -5.2% | +2.6% | -0.8% |
| 3M | +25.1% | -8.0% | +33.1% | +28.2% |
| 6M | +78.5% | +9.2% | +69.3% | +70.4% |
| YTD | +59.4% | +41.0% | +18.4% | +35.5% |
| 1Y | +173.9% | +23.3% | +150.6% | +145.9% |
| All | +387.8% | +102.2% | +285.6% | +162.3% |
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