-83.2%
IRE vs GFI
+21.3%
-104.6%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -0.3% | -6.5% | -6.4% |
| 7D | +29.0% | +4.7% | +24.3% | +22.7% |
| 30D | +24.2% | +14.4% | +9.8% | +9.0% |
| 3M | -53.2% | +32.5% | -85.7% | -65.2% |
| 6M | -36.0% | -7.2% | -28.9% | -30.9% |
| YTD | -51.0% | +10.9% | -61.9% | -52.9% |
| All | -83.2% | +21.3% | -104.6% | -85.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling