-34.9%
GIS vs IRM
+188.8%
-223.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.9% | -3.9% | -2.1% |
| 7D | -8.1% | +8.6% | -16.7% | -8.6% |
| 30D | +5.3% | 0.0% | +5.3% | +5.2% |
| 3M | -10.5% | -7.1% | -3.4% | -10.2% |
| 6M | +1.8% | -7.9% | +9.7% | +2.2% |
| YTD | -22.9% | +41.3% | -64.2% | -26.6% |
| 1Y | -22.9% | +20.7% | -43.7% | -25.2% |
| 3Y | -40.5% | +112.2% | -152.7% | -47.9% |
| 5Y | -34.9% | +191.2% | -226.1% | -47.2% |
| All | -34.9% | +188.8% | -223.7% | -47.2% |
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