+371.1%
GH vs IRM
+412.0%
-40.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | +0.6% | +6.8% | -6.2% | -2.1% |
| 30D | -6.9% | +2.6% | -9.5% | -7.8% |
| 3M | -4.9% | -9.5% | +4.6% | -1.3% |
| 6M | +54.1% | -8.5% | +62.5% | +58.5% |
| YTD | +48.5% | +40.3% | +8.2% | +26.2% |
| 1Y | +61.2% | +28.7% | +32.5% | +41.7% |
| 3Y | +570.3% | +111.8% | +458.5% | +357.3% |
| 5Y | +46.1% | +189.1% | -143.0% | -9.6% |
| All | +371.1% | +412.0% | -40.9% | +150.7% |
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