+913.2%
IREN vs GGLL
+245.5%
+667.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.3% | +9.6% | +8.5% |
| 7D | +26.0% | -4.8% | +30.8% | +29.0% |
| 30D | +14.9% | -13.7% | +28.6% | +22.6% |
| 3M | -27.8% | -21.9% | -5.9% | -20.8% |
| 6M | +1.9% | +11.7% | -9.7% | -10.5% |
| YTD | +18.3% | +2.3% | +16.0% | +7.8% |
| 1Y | +71.0% | +76.2% | -5.2% | +11.6% |
| All | +913.2% | +245.5% | +667.6% | +320.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling