-12.1%
GTLB vs IRM
+102.2%
-114.4%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -6.6% | +3.0% | -9.6% | -7.4% |
| 30D | +13.7% | -5.2% | +19.0% | +15.4% |
| 3M | +52.9% | -8.0% | +60.9% | +56.0% |
| 6M | +88.5% | +9.2% | +79.3% | +78.6% |
| YTD | +23.4% | +41.0% | -17.5% | +3.8% |
| 1Y | -3.8% | +23.3% | -27.1% | -14.4% |
| All | -12.1% | +102.2% | -114.4% | -53.9% |
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