+26.8%
GM vs IRE
-84.0%
+110.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.8% | +4.4% | -2.1% |
| 7D | -1.1% | +29.0% | -30.2% | -2.1% |
| 30D | -4.6% | +24.2% | -28.8% | -5.8% |
| 3M | +0.2% | -53.2% | +53.4% | +2.0% |
| 6M | +12.6% | -36.0% | +48.7% | +11.5% |
| YTD | +3.7% | -51.0% | +54.7% | +3.6% |
| All | +26.8% | -84.0% | +110.8% | +27.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling