-97.3%
IRE vs GPC
-3.6%
-93.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | -0.8% | +12.9% | +11.7% |
| 7D | -15.1% | -2.1% | -13.0% | -16.2% |
| 30D | -71.4% | -4.5% | -66.8% | -71.7% |
| 3M | -81.2% | -7.7% | -73.5% | -81.7% |
| 6M | -93.7% | +24.3% | -118.1% | -94.1% |
| YTD | -92.2% | +3.5% | -95.7% | -92.2% |
| 1Y | -97.3% | +0.7% | -98.0% | -97.3% |
| All | -97.3% | -3.6% | -93.8% | -97.8% |
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