-97.2%
IRE vs GPC
-2.1%
-95.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.3% | -4.8% | -1.2% |
| 7D | -15.5% | +0.8% | -16.4% | -14.9% |
| 30D | -70.4% | -1.1% | -69.3% | -70.2% |
| 3M | -81.6% | -6.6% | -75.0% | -82.0% |
| 6M | -94.7% | +22.2% | -116.9% | -94.9% |
| YTD | -91.8% | +5.1% | -96.8% | -91.6% |
| 1Y | -97.6% | +2.8% | -100.4% | -97.5% |
| All | -97.2% | -2.1% | -95.1% | -97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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