+2,611.5%
GPN vs IRM
+3,043.3%
-431.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.3% |
| 7D | +0.8% | -0.5% | +1.2% | +0.9% |
| 30D | +5.8% | -8.1% | +13.9% | +8.8% |
| 3M | +37.0% | -9.7% | +46.7% | +41.1% |
| 6M | +20.1% | +10.0% | +10.2% | +14.9% |
| YTD | +20.4% | +43.0% | -22.6% | +4.1% |
| 1Y | +7.4% | +32.7% | -25.3% | -5.2% |
| 3Y | -26.1% | +102.7% | -128.8% | -45.6% |
| 5Y | -38.5% | +187.6% | -226.1% | -60.6% |
| 10Y | +28.4% | +420.1% | -391.7% | -36.1% |
| All | +2,611.5% | +3,043.3% | -431.8% | +642.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling