+478.5%
GS vs IRM
+480.4%
-1.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.1% | +0.6% | +3.0% |
| 7D | +0.8% | -3.8% | +4.6% | +2.4% |
| 30D | +1.2% | -3.2% | +4.4% | +2.5% |
| 3M | -12.4% | -7.8% | -4.6% | -9.7% |
| 6M | -2.3% | -12.7% | +10.4% | +2.7% |
| YTD | +4.6% | +36.7% | -32.1% | -8.9% |
| 1Y | +17.5% | +10.0% | +7.5% | +11.4% |
| 3Y | +202.0% | +107.2% | +94.8% | +112.5% |
| 5Y | +152.4% | +181.6% | -29.2% | +53.1% |
| 10Y | +478.5% | +481.1% | -2.6% | +170.2% |
| All | +478.5% | +480.4% | -1.9% | +170.2% |
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