+243.0%
GS vs IRM
+103.0%
+140.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.6% | -0.5% |
| 7D | +0.9% | -0.5% | +1.4% | +1.1% |
| 30D | -1.6% | -8.1% | +6.5% | +1.3% |
| 3M | -4.5% | -9.7% | +5.2% | -1.2% |
| 6M | +20.9% | +10.0% | +10.9% | +16.4% |
| YTD | +19.9% | +43.0% | -23.1% | +4.3% |
| 1Y | +41.4% | +32.7% | +8.7% | +25.7% |
| All | +243.0% | +103.0% | +140.0% | +123.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling