+16.4%
GS vs IRM
+10.0%
+6.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.5% |
| 7D | +1.6% | -5.1% | +6.6% | +3.5% |
| 30D | +1.7% | -3.3% | +4.9% | +2.9% |
| 3M | -11.6% | -8.2% | -3.4% | -9.2% |
| 6M | -1.9% | -12.8% | +10.9% | +2.2% |
| YTD | +5.1% | +36.6% | -31.5% | -5.0% |
| 1Y | +16.4% | +11.9% | +4.5% | +14.8% |
| All | +16.4% | +10.0% | +6.4% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling