-17.3%
GIS vs IRM
+520.0%
-537.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -3.4% | +6.8% | -10.1% | -4.3% |
| 30D | +6.9% | +2.6% | +4.3% | +6.1% |
| 3M | -10.1% | -9.5% | -0.7% | -9.1% |
| 6M | +5.9% | -8.5% | +14.3% | +6.6% |
| YTD | -21.1% | +40.3% | -61.4% | -26.8% |
| 1Y | -22.5% | +28.7% | -51.2% | -27.0% |
| 3Y | -39.0% | +111.8% | -150.8% | -49.4% |
| 5Y | -33.3% | +189.1% | -222.4% | -49.5% |
| All | -17.3% | +520.0% | -537.3% | -51.7% |
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 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