+486.7%
GS vs IRM
+456.9%
+29.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.7% |
| 7D | -3.2% | -8.6% | +5.4% | +0.3% |
| 30D | -2.4% | -8.0% | +5.6% | +0.8% |
| 3M | -15.7% | -12.0% | -3.8% | -11.6% |
| 6M | -6.8% | -18.2% | +11.4% | +0.5% |
| YTD | -0.1% | +31.4% | -31.4% | -11.5% |
| 1Y | +12.1% | +9.2% | +2.9% | +6.6% |
| 3Y | +185.8% | +94.6% | +91.2% | +106.8% |
| 5Y | +140.1% | +170.2% | -30.1% | +48.6% |
| All | +486.7% | +456.9% | +29.8% | +183.2% |
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