+152.8%
IRM vs GGLL
+217.5%
-64.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.5% | -1.6% | +1.5% |
| 7D | +8.6% | +11.5% | -2.9% | +7.2% |
| 30D | 0.0% | -31.2% | +31.2% | +3.9% |
| 3M | -7.1% | -28.7% | +21.5% | -4.1% |
| 6M | -7.9% | -47.2% | +39.3% | -1.9% |
| YTD | +41.3% | -24.3% | +65.6% | +42.0% |
| 1Y | +20.7% | -12.0% | +32.7% | +18.6% |
| 3Y | +112.2% | +169.6% | -57.5% | +67.3% |
| All | +152.8% | +217.5% | -64.7% | +96.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling