+75.8%
GM vs IYR
+6.0%
+69.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.3% |
| 7D | -2.4% | -1.4% | -1.1% | -1.3% |
| 30D | -1.1% | -2.7% | +1.6% | +1.2% |
| 3M | +6.1% | -2.1% | +8.3% | +7.7% |
| 6M | +15.0% | +3.6% | +11.4% | +10.9% |
| YTD | +6.0% | +8.1% | -2.2% | -1.7% |
| 1Y | +47.1% | +4.7% | +42.4% | +40.2% |
| 3Y | +170.5% | +29.1% | +141.4% | +107.9% |
| All | +75.8% | +6.0% | +69.7% | +65.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling