+79.2%
IREN vs GGLL
+70.5%
+8.7%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -0.1% | +5.1% | +5.1% |
| 7D | +27.5% | +1.9% | +25.6% | +26.5% |
| 30D | +13.8% | -9.7% | +23.6% | +17.6% |
| 3M | -20.7% | -18.0% | -2.7% | -15.2% |
| 6M | +27.9% | +15.3% | +12.6% | +11.6% |
| YTD | +24.3% | +2.2% | +22.0% | +14.8% |
| 1Y | +79.2% | +73.1% | +6.1% | +26.3% |
| All | +79.2% | +70.5% | +8.7% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling