+561.8%
GWW vs IRM
+440.8%
+121.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.4% | 0.0% |
| 7D | -3.4% | -1.4% | -1.9% | -2.9% |
| 30D | -1.9% | -7.4% | +5.5% | +0.3% |
| 3M | -2.4% | -7.4% | +5.0% | -0.5% |
| 6M | +15.7% | +8.7% | +7.1% | +11.4% |
| YTD | +27.6% | +40.9% | -13.3% | +12.2% |
| 1Y | +27.2% | +20.5% | +6.7% | +17.3% |
| 3Y | +89.7% | +101.7% | -12.0% | +40.9% |
| 5Y | +223.9% | +197.7% | +26.3% | +106.1% |
| All | +561.8% | +440.8% | +121.0% | +226.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling