-97.8%
IRE vs GPC
+2.6%
-100.4%
-98.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +39.6% | -1.3% | +40.9% | +38.9% |
| 7D | -27.2% | +1.6% | -28.7% | -26.3% |
| 30D | -75.1% | -2.1% | -73.0% | -75.1% |
| 3M | -77.9% | -6.8% | -71.1% | -78.4% |
| 6M | -94.6% | +18.6% | -113.2% | -95.0% |
| YTD | -91.5% | +2.7% | -94.2% | -91.8% |
| 1Y | -97.8% | +1.8% | -99.6% | -97.8% |
| All | -97.8% | +2.6% | -100.4% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling