+1,710.5%
GS vs IRM
+3,625.8%
-1,915.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -11.1% | +4.7% | -1.9% |
| 7D | -6.3% | -10.9% | +4.5% | -1.9% |
| 30D | -3.1% | -9.4% | +6.3% | +0.7% |
| 3M | -17.7% | -16.4% | -1.3% | -11.7% |
| 6M | -4.6% | -18.7% | +14.2% | +3.4% |
| YTD | +0.3% | +30.1% | -29.8% | -11.1% |
| 1Y | +11.7% | +8.5% | +3.2% | +6.3% |
| 3Y | +183.6% | +88.0% | +95.5% | +109.8% |
| 5Y | +141.0% | +167.6% | -26.6% | +51.2% |
| 10Y | +507.4% | +458.9% | +48.5% | +166.4% |
| All | +1,710.5% | +3,625.8% | -1,915.2% | +248.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling