+27.2%
GWW vs IRM
+22.0%
+5.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.4% | +0.5% |
| 7D | -3.4% | -1.4% | -1.9% | -3.2% |
| 30D | -1.9% | -7.4% | +5.5% | -1.3% |
| 3M | -2.4% | -7.4% | +5.0% | -1.9% |
| 6M | +15.7% | +8.7% | +7.1% | +13.1% |
| YTD | +27.6% | +40.9% | -13.3% | +18.8% |
| 1Y | +27.2% | +20.5% | +6.7% | +22.0% |
| All | +27.2% | +22.0% | +5.2% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling