-44.2%
GPN vs IRM
+186.9%
-231.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.0% | +3.8% | +2.4% |
| 7D | -3.5% | -1.8% | -1.7% | -2.9% |
| 30D | +3.1% | -7.8% | +10.9% | +5.8% |
| 3M | +42.3% | -7.9% | +50.1% | +45.3% |
| 6M | +20.9% | +6.3% | +14.5% | +16.6% |
| YTD | +15.2% | +38.2% | -22.9% | -0.3% |
| 1Y | +5.4% | +19.8% | -14.4% | -4.0% |
| 3Y | -27.4% | +98.8% | -126.2% | -51.0% |
| 5Y | -44.2% | +191.8% | -236.0% | -68.3% |
| All | -44.2% | +186.9% | -231.1% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling