-98.0%
IRE vs GFI
-5.6%
-92.4%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -0.1% | -14.3% | -14.3% |
| 7D | -31.8% | -8.7% | -23.1% | -24.6% |
| 30D | -71.8% | +0.6% | -72.3% | -72.4% |
| 3M | -88.9% | -7.5% | -81.4% | -88.0% |
| 6M | -95.4% | -18.3% | -77.0% | -94.3% |
| YTD | -94.2% | -13.8% | -80.4% | -92.9% |
| 1Y | -97.1% | -8.8% | -88.2% | -96.6% |
| All | -98.0% | -5.6% | -92.4% | -97.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling