-21.1%
GIS vs IRM
+440.8%
-461.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.6% |
| 7D | -6.4% | -1.4% | -4.9% | -6.1% |
| 30D | -6.1% | -7.4% | +1.3% | -5.0% |
| 3M | +7.8% | -7.4% | +15.2% | +8.9% |
| 6M | -8.8% | +8.7% | -17.5% | -10.8% |
| YTD | -19.1% | +40.9% | -60.1% | -24.8% |
| 1Y | -24.8% | +20.5% | -45.3% | -28.2% |
| 3Y | -37.6% | +101.7% | -139.3% | -47.6% |
| 5Y | -25.4% | +197.7% | -223.1% | -43.8% |
| All | -21.1% | +440.8% | -461.9% | -52.1% |
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