+538.8%
GIS vs IRM
+9,772.9%
-9,234.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | -3.4% | +6.8% | -10.1% | -4.1% |
| 30D | +6.9% | +2.6% | +4.3% | +6.4% |
| 3M | -10.1% | -9.5% | -0.7% | -9.4% |
| 6M | +5.9% | -8.5% | +14.3% | +6.4% |
| YTD | -21.1% | +40.3% | -61.4% | -24.9% |
| 1Y | -22.5% | +28.7% | -51.2% | -25.5% |
| 3Y | -39.0% | +111.8% | -150.8% | -45.4% |
| 5Y | -33.3% | +189.1% | -222.4% | -43.1% |
| 10Y | -17.0% | +519.8% | -536.8% | -36.2% |
| All | +538.8% | +9,772.9% | -9,234.0% | +319.1% |
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 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