+397.9%
IREN vs GGLL
+195.8%
+202.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.5% | -2.5% |
| 7D | -2.8% | +6.3% | -9.1% | -6.2% |
| 30D | -39.2% | -35.1% | -4.1% | -23.5% |
| 3M | -48.1% | -37.7% | -10.4% | -34.4% |
| 6M | -65.0% | -54.1% | -10.9% | -49.1% |
| YTD | -43.3% | -29.4% | -13.9% | -38.5% |
| 1Y | -65.7% | -13.4% | -52.3% | -67.7% |
| 3Y | +620.9% | +158.3% | +462.6% | +194.6% |
| All | +397.9% | +195.8% | +202.1% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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