+238.7%
GM vs IRM
+1,344.3%
-1,105.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.6% | -2.0% |
| 7D | +0.4% | +1.6% | -1.2% | -0.2% |
| 30D | -1.8% | -4.2% | +2.3% | -0.4% |
| 3M | +2.6% | -5.4% | +8.0% | +4.4% |
| 6M | +14.6% | +12.0% | +2.5% | +8.3% |
| YTD | +6.2% | +42.0% | -35.9% | -9.4% |
| 1Y | +48.7% | +29.9% | +18.8% | +30.4% |
| 3Y | +168.3% | +104.4% | +64.0% | +87.4% |
| 5Y | +82.8% | +191.0% | -108.2% | +8.6% |
| 10Y | +226.2% | +417.1% | -190.9% | +44.9% |
| All | +238.7% | +1,344.3% | -1,105.6% | -2.4% |
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