-97.1%
IRE vs GPC
-0.7%
-96.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +0.4% | -14.8% | -14.2% |
| 7D | -31.8% | +0.4% | -32.3% | -31.7% |
| 30D | -71.8% | -6.3% | -65.5% | -72.3% |
| 3M | -88.9% | -8.2% | -80.7% | -89.2% |
| 6M | -95.4% | +27.1% | -122.4% | -95.8% |
| YTD | -94.2% | +3.1% | -97.4% | -94.5% |
| 1Y | -97.1% | +0.1% | -97.2% | -97.4% |
| All | -97.1% | -0.7% | -96.4% | -97.4% |
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