+652.8%
GS vs IRM
+409.6%
+243.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.6% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | -1.6% | -8.1% | +6.5% | +1.6% |
| 3M | -4.5% | -9.7% | +5.2% | -0.9% |
| 6M | +20.9% | +10.0% | +10.9% | +15.8% |
| YTD | +19.9% | +43.0% | -23.1% | +2.9% |
| 1Y | +41.4% | +32.7% | +8.7% | +24.4% |
| 3Y | +239.2% | +102.7% | +136.4% | +143.2% |
| 5Y | +185.0% | +187.6% | -2.5% | +73.7% |
| All | +652.8% | +409.6% | +243.2% | +246.2% |
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