+47.0%
GH vs IRM
+186.8%
-139.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -1.2% |
| 7D | -8.2% | -5.3% | -2.9% | -5.3% |
| 30D | -4.9% | -2.3% | -2.6% | -3.6% |
| 3M | -6.2% | -7.4% | +1.2% | -2.7% |
| 6M | +60.0% | -12.2% | +72.3% | +70.1% |
| YTD | +51.5% | +38.6% | +12.9% | +18.9% |
| 1Y | +58.4% | +14.9% | +43.5% | +39.8% |
| 3Y | +617.2% | +108.2% | +509.1% | +246.7% |
| 5Y | +47.0% | +183.8% | -136.8% | -46.5% |
| All | +47.0% | +186.8% | -139.8% | -46.5% |
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