+223.6%
GWW vs IRM
+192.8%
+30.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.6% |
| 7D | -0.5% | +3.0% | -3.5% | -1.3% |
| 30D | -1.4% | -5.2% | +3.8% | -0.1% |
| 3M | -3.6% | -8.0% | +4.4% | -1.8% |
| 6M | +15.1% | +9.2% | +6.0% | +10.9% |
| YTD | +27.5% | +41.0% | -13.5% | +13.0% |
| 1Y | +29.6% | +23.3% | +6.4% | +19.4% |
| 3Y | +90.1% | +102.8% | -12.8% | +38.5% |
| All | +223.6% | +192.8% | +30.8% | +102.7% |
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