+9,900.3%
IRM vs GFI
+563.9%
+9,336.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +3.0% | +4.7% | -1.7% | +2.7% |
| 30D | -5.2% | +14.4% | -19.6% | -6.0% |
| 3M | -8.0% | +32.5% | -40.5% | -9.8% |
| 6M | +9.2% | -7.2% | +16.3% | +9.2% |
| YTD | +41.0% | +10.9% | +30.1% | +39.2% |
| 1Y | +23.3% | +35.5% | -12.2% | +20.0% |
| 3Y | +102.8% | +312.1% | -209.3% | +83.5% |
| 5Y | +192.8% | +524.6% | -331.8% | +156.3% |
| 10Y | +439.6% | +1,092.7% | -653.1% | +342.2% |
| All | +9,900.3% | +563.9% | +9,336.4% | +7,741.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling