-60.1%
GTLB vs IRM
+187.5%
-247.5%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | -0.7% | +6.8% | -7.5% | -4.4% |
| 30D | -10.2% | +2.6% | -12.8% | -11.8% |
| 3M | +10.1% | -9.5% | +19.6% | +15.2% |
| 6M | +116.5% | -8.5% | +124.9% | +122.3% |
| YTD | +27.2% | +40.3% | -13.1% | -3.9% |
| 1Y | +8.6% | +28.7% | -20.1% | -13.3% |
| 3Y | +5.6% | +111.8% | -106.3% | -53.3% |
| All | -60.1% | +187.5% | -247.5% | -85.9% |
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 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