-52.0%
GTLB vs IRM
+222.5%
-274.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.6% | +0.2% |
| 7D | +11.1% | -0.5% | +11.5% | +11.1% |
| 30D | +37.8% | -8.1% | +45.9% | +43.7% |
| 3M | +61.6% | -9.7% | +71.2% | +68.8% |
| 6M | +98.9% | +10.0% | +88.9% | +82.0% |
| YTD | +32.8% | +43.0% | -10.2% | +1.0% |
| 1Y | +14.7% | +32.7% | -18.0% | -9.4% |
| 3Y | +1.3% | +102.7% | -101.4% | -50.7% |
| All | -52.0% | +222.5% | -274.6% | -81.3% |
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 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