+144.4%
IRM vs GGLL
+194.0%
-49.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -5.1% | +5.1% | -10.2% | -5.6% |
| 30D | -3.3% | -35.5% | +32.2% | +1.3% |
| 3M | -8.2% | -39.2% | +31.0% | -3.3% |
| 6M | -12.8% | -54.4% | +41.6% | -5.3% |
| YTD | +36.6% | -29.8% | +66.5% | +38.5% |
| 1Y | +11.9% | -20.4% | +32.3% | +11.3% |
| 3Y | +105.1% | +149.7% | -44.6% | +63.2% |
| All | +144.4% | +194.0% | -49.6% | +91.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling