+3.2%
GPN vs IRM
+22.0%
-18.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.5% |
| 7D | -4.6% | -1.4% | -3.2% | -4.4% |
| 30D | -0.3% | -7.4% | +7.1% | +0.6% |
| 3M | +35.4% | -7.4% | +42.8% | +36.1% |
| 6M | +21.7% | +8.7% | +13.0% | +18.8% |
| YTD | +14.9% | +40.9% | -26.1% | +6.0% |
| 1Y | +3.2% | +20.5% | -17.3% | +0.8% |
| All | +3.2% | +22.0% | -18.8% | +0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling