+18.7%
IRM vs GFI
+6.9%
+11.8%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.6% | +0.8% |
| 7D | +2.6% | +1.4% | +1.1% | +2.3% |
| 30D | +5.6% | +3.0% | +2.7% | +5.2% |
| 3M | -4.7% | +10.2% | -14.9% | -6.3% |
| 6M | -6.1% | -10.1% | +4.0% | -5.5% |
| YTD | +46.3% | -11.4% | +57.7% | +42.7% |
| 1Y | +18.7% | +8.4% | +10.3% | +10.7% |
| All | +18.7% | +6.9% | +11.8% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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