-97.7%
IRE vs GFI
+6.9%
-104.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.2% | +6.3% | -29.6% | -30.0% |
| 7D | -46.8% | +1.4% | -48.3% | -48.9% |
| 30D | -75.5% | +3.0% | -78.5% | -76.6% |
| 3M | -79.4% | +10.2% | -89.6% | -82.2% |
| 6M | -91.3% | -10.1% | -81.2% | -90.3% |
| YTD | -90.8% | -11.4% | -79.4% | -90.2% |
| 1Y | -97.7% | +8.4% | -106.1% | -98.4% |
| All | -97.7% | +6.9% | -104.7% | -98.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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