+403.3%
IREN vs GGLL
+188.6%
+214.6%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +20.0% | +1.4% | +18.6% | +19.2% |
| 7D | -9.6% | +3.1% | -12.7% | -11.2% |
| 30D | -44.1% | -36.3% | -7.7% | -28.9% |
| 3M | -42.9% | -40.4% | -2.6% | -26.1% |
| 6M | -64.5% | -54.6% | -9.9% | -48.0% |
| YTD | -42.7% | -31.1% | -11.6% | -36.9% |
| 1Y | -67.7% | -19.2% | -48.5% | -68.2% |
| 3Y | +547.9% | +151.5% | +396.4% | +168.8% |
| All | +403.3% | +188.6% | +214.6% | +65.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling