+94.6%
IRM vs GGLL
+154.9%
-60.4%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.8% |
| 7D | -8.6% | +3.1% | -11.7% | -8.8% |
| 30D | -8.0% | -36.3% | +28.4% | -4.3% |
| 3M | -12.0% | -40.4% | +28.4% | -8.0% |
| 6M | -18.2% | -54.6% | +36.5% | -12.3% |
| YTD | +31.4% | -31.1% | +62.5% | +33.0% |
| 1Y | +9.2% | -19.2% | +28.4% | +8.4% |
| 3Y | +94.6% | +151.5% | -57.0% | +69.9% |
| All | +94.6% | +154.9% | -60.4% | +69.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling