+599.4%
GIS vs IRM
+9,964.6%
-9,365.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.6% | -4.1% | -2.7% |
| 7D | -7.8% | -0.5% | -7.4% | -7.8% |
| 30D | +6.6% | -8.1% | +14.6% | +7.5% |
| 3M | +21.0% | -9.7% | +30.6% | +22.1% |
| 6M | -9.1% | +10.0% | -19.1% | -10.5% |
| YTD | -13.6% | +43.0% | -56.6% | -17.8% |
| 1Y | -18.0% | +32.7% | -50.7% | -21.4% |
| 3Y | -33.7% | +102.7% | -136.4% | -40.2% |
| 5Y | -19.4% | +187.6% | -207.0% | -31.1% |
| 10Y | -21.3% | +420.1% | -441.4% | -38.3% |
| All | +599.4% | +9,964.6% | -9,365.2% | +359.0% |
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