+170.5%
GM vs IYR
+29.0%
+141.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.1% |
| 7D | -2.4% | -1.4% | -1.1% | -1.5% |
| 30D | -1.1% | -2.7% | +1.6% | +0.7% |
| 3M | +6.1% | -2.1% | +8.3% | +7.4% |
| 6M | +15.0% | +3.6% | +11.4% | +11.7% |
| YTD | +6.0% | +8.1% | -2.2% | -0.3% |
| 1Y | +47.1% | +4.7% | +42.4% | +41.5% |
| 3Y | +170.5% | +29.1% | +141.4% | +117.2% |
| All | +170.5% | +29.0% | +141.5% | +117.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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