+34.6%
GM vs IRE
-97.5%
+132.1%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +12.1% | -11.9% | -0.1% |
| 7D | -3.8% | -15.1% | +11.3% | -3.7% |
| 30D | +7.9% | -71.4% | +79.3% | +11.1% |
| 3M | -0.3% | -81.2% | +80.9% | +3.3% |
| 6M | +18.6% | -93.7% | +112.3% | +26.4% |
| YTD | +10.0% | -92.2% | +102.3% | +15.2% |
| 1Y | +25.9% | -97.3% | +123.2% | +32.9% |
| All | +34.6% | -97.5% | +132.1% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling