+435.3%
GNRC vs IRM
+440.8%
-5.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.0% | +0.9% | +1.9% |
| 7D | -0.2% | -1.4% | +1.2% | +0.5% |
| 30D | -15.7% | -7.4% | -8.4% | -12.5% |
| 3M | -27.3% | -7.4% | -20.0% | -24.7% |
| 6M | -12.1% | +8.7% | -20.7% | -15.9% |
| YTD | +37.1% | +40.9% | -3.8% | +15.4% |
| 1Y | -0.5% | +20.5% | -21.0% | -9.8% |
| 3Y | +61.5% | +101.7% | -40.2% | +10.0% |
| 5Y | -58.6% | +197.7% | -256.2% | -76.0% |
| All | +435.3% | +440.8% | -5.5% | +137.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling