+32.6%
GM vs IRE
-84.4%
+117.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +14.0% | -13.4% | +0.1% |
| 7D | +1.7% | +54.8% | -53.1% | 0.0% |
| 30D | -1.6% | +18.4% | -20.0% | -2.7% |
| 3M | +5.7% | -66.7% | +72.4% | +9.0% |
| 6M | +12.2% | -52.3% | +64.5% | +12.1% |
| YTD | +8.4% | -52.3% | +60.7% | +8.5% |
| All | +32.6% | -84.4% | +117.0% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling