-37.7%
IRE vs GFI
-3.1%
-34.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -1.6% | +15.6% | +15.6% |
| 7D | +54.8% | +3.1% | +51.6% | +50.0% |
| 30D | +18.4% | +27.1% | -8.7% | -4.1% |
| 3M | -66.7% | +21.2% | -87.9% | -71.6% |
| All | -37.7% | -3.1% | -34.6% | -35.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling