+141.0%
GS vs IRM
+173.7%
-32.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -11.1% | +4.7% | -2.1% |
| 7D | -6.3% | -10.9% | +4.5% | -2.1% |
| 30D | -3.1% | -9.4% | +6.3% | +0.6% |
| 3M | -17.7% | -16.4% | -1.3% | -12.1% |
| 6M | -4.6% | -18.7% | +14.2% | +2.9% |
| YTD | +0.3% | +30.1% | -29.8% | -10.4% |
| 1Y | +11.7% | +8.5% | +3.2% | +6.8% |
| 3Y | +183.6% | +88.0% | +95.5% | +105.1% |
| 5Y | +141.0% | +167.6% | -26.6% | +48.3% |
| All | +141.0% | +173.7% | -32.8% | +48.3% |
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