+160.0%
GS vs IRM
+186.8%
-26.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.5% | +0.3% | +1.2% |
| 7D | -0.1% | -5.3% | +5.1% | +1.9% |
| 30D | +3.7% | -2.3% | +6.0% | +4.6% |
| 3M | -10.0% | -7.4% | -2.5% | -7.5% |
| 6M | -1.0% | -12.2% | +11.2% | +3.6% |
| YTD | +7.0% | +38.6% | -31.7% | -6.7% |
| 1Y | +16.6% | +14.9% | +1.7% | +9.2% |
| 3Y | +204.4% | +108.2% | +96.2% | +111.4% |
| 5Y | +160.0% | +183.8% | -23.8% | +56.3% |
| All | +160.0% | +186.8% | -26.8% | +56.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling