-52.3%
IRE vs GPC
+20.9%
-73.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +0.3% | +13.6% | +14.2% |
| 7D | +54.8% | +0.4% | +54.4% | +54.9% |
| 30D | +18.4% | +5.1% | +13.2% | +22.8% |
| 3M | -66.7% | +41.5% | -108.3% | -72.3% |
| 6M | -52.3% | +21.8% | -74.1% | -60.5% |
| All | -52.3% | +20.9% | -73.2% | -60.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling