+6,254.6%
GWW vs IRM
+9,964.6%
-3,710.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.5% |
| 7D | +1.4% | -0.5% | +1.9% | +1.5% |
| 30D | +3.3% | -8.1% | +11.3% | +5.4% |
| 3M | +2.9% | -9.7% | +12.6% | +5.3% |
| 6M | +15.8% | +10.0% | +5.8% | +12.1% |
| YTD | +32.0% | +43.0% | -11.0% | +18.8% |
| 1Y | +29.9% | +32.7% | -2.8% | +18.8% |
| 3Y | +91.1% | +102.7% | -11.6% | +53.4% |
| 5Y | +223.9% | +187.6% | +36.4% | +134.9% |
| 10Y | +567.0% | +420.1% | +146.9% | +302.5% |
| All | +6,254.6% | +9,964.6% | -3,710.0% | +2,270.7% |
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 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