+82.7%
IREN vs GPC
+16.3%
+66.4%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.1% | +6.2% | +6.9% |
| 7D | +26.0% | +1.2% | +24.8% | +25.5% |
| 30D | +14.9% | +6.0% | +8.9% | +12.5% |
| 3M | -27.8% | +42.6% | -70.4% | -40.2% |
| 6M | +1.9% | +22.8% | -20.8% | -9.4% |
| YTD | +18.3% | +15.5% | +2.8% | +6.5% |
| 1Y | +71.0% | +2.0% | +68.9% | +63.2% |
| 3Y | +882.0% | -1.4% | +883.4% | +816.5% |
| All | +82.7% | +16.3% | +66.4% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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