+230.7%
GM vs IYR
+213.7%
+17.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -1.4% |
| 7D | -1.1% | -0.9% | -0.2% | -0.3% |
| 30D | -4.6% | -2.4% | -2.2% | -2.6% |
| 3M | +0.2% | -2.0% | +2.2% | +1.7% |
| 6M | +12.6% | +2.5% | +10.1% | +9.8% |
| YTD | +3.7% | +8.3% | -4.6% | -3.8% |
| 1Y | +45.6% | +6.5% | +39.2% | +37.1% |
| 3Y | +162.0% | +29.3% | +132.6% | +105.0% |
| 5Y | +80.5% | +5.7% | +74.8% | +69.4% |
| 10Y | +231.3% | +69.2% | +162.1% | +104.7% |
| All | +230.7% | +213.7% | +17.0% | +17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling