-22.9%
GIS vs IRM
+190.5%
-213.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -8.6% | +3.0% | -11.6% | -8.9% |
| 30D | -0.5% | -5.2% | +4.8% | -0.1% |
| 3M | +11.9% | -8.0% | +19.9% | +12.6% |
| 6M | -11.6% | +9.2% | -20.8% | -13.0% |
| YTD | -16.3% | +41.0% | -57.3% | -20.2% |
| 1Y | -21.8% | +23.3% | -45.0% | -24.3% |
| 3Y | -35.7% | +102.8% | -138.5% | -43.3% |
| 5Y | -22.9% | +192.8% | -215.7% | -35.9% |
| All | -22.9% | +190.5% | -213.3% | -35.9% |
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