+7,057.7%
GWW vs IRM
+9,772.9%
-2,715.2%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.7% |
| 7D | +3.6% | +6.8% | -3.2% | +1.8% |
| 30D | +12.1% | +2.6% | +9.5% | +11.2% |
| 3M | +12.9% | -9.5% | +22.4% | +15.4% |
| 6M | +19.3% | -8.5% | +27.8% | +21.3% |
| YTD | +48.7% | +40.3% | +8.4% | +34.1% |
| 1Y | +60.5% | +28.7% | +31.8% | +47.9% |
| 3Y | +93.3% | +111.8% | -18.6% | +53.0% |
| 5Y | +219.0% | +189.1% | +29.9% | +130.7% |
| 10Y | +659.0% | +519.8% | +139.2% | +339.3% |
| All | +7,057.7% | +9,772.9% | -2,715.2% | +2,575.9% |
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 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