+417.1%
IRM vs GPC
+79.8%
+337.3%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +0.4% |
| 7D | +1.6% | +0.2% | +1.4% | +1.5% |
| 30D | -4.2% | -0.4% | -3.8% | -4.2% |
| 3M | -5.4% | +39.2% | -44.5% | -18.1% |
| 6M | +12.0% | +18.2% | -6.2% | +3.3% |
| YTD | +42.0% | +12.1% | +30.0% | +32.6% |
| 1Y | +29.9% | -0.7% | +30.5% | +27.2% |
| 3Y | +104.4% | -1.7% | +106.0% | +93.3% |
| 5Y | +191.0% | +29.3% | +161.7% | +141.6% |
| 10Y | +417.1% | +80.7% | +336.4% | +259.2% |
| All | +417.1% | +79.8% | +337.3% | +259.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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