+358.8%
IREN vs GGLL
+194.0%
+164.8%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.6% | -7.3% | -7.5% |
| 7D | -19.3% | +5.1% | -24.4% | -21.6% |
| 30D | -43.9% | -35.5% | -8.4% | -29.3% |
| 3M | -49.1% | -39.2% | -9.9% | -34.7% |
| 6M | -67.8% | -54.4% | -13.4% | -52.9% |
| YTD | -47.8% | -29.8% | -17.9% | -43.1% |
| 1Y | -67.2% | -20.4% | -46.8% | -67.2% |
| 3Y | +566.6% | +149.7% | +416.8% | +179.5% |
| All | +358.8% | +194.0% | +164.8% | +49.5% |
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