+103.8%
IRM vs GGLL
+245.5%
-141.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.3% | +4.0% | +1.9% |
| 7D | -0.5% | -4.8% | +4.3% | 0.0% |
| 30D | -8.1% | -13.7% | +5.6% | -6.7% |
| 3M | -9.7% | -21.9% | +12.2% | -7.8% |
| 6M | +10.0% | +11.7% | -1.7% | +7.1% |
| YTD | +43.0% | +2.3% | +40.7% | +40.1% |
| 1Y | +32.7% | +76.2% | -43.5% | +21.5% |
| All | +103.8% | +245.5% | -141.8% | +66.4% |
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 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