+18.7%
IRM vs GGLL
-11.6%
+30.3%
-23.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.5% | -4.8% | +1.3% |
| 7D | +2.6% | -23.1% | +25.7% | +3.9% |
| 30D | +5.6% | -32.9% | +38.5% | +8.3% |
| 3M | -4.7% | -44.9% | +40.2% | -0.9% |
| 6M | -6.1% | -49.5% | +43.4% | -0.9% |
| YTD | +46.3% | -28.9% | +75.2% | +43.8% |
| 1Y | +18.7% | -12.2% | +30.9% | +13.4% |
| All | +18.7% | -11.6% | +30.3% | +13.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling