+19.8%
IRM vs GPC
+0.5%
+19.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.9% |
| 7D | -1.8% | -1.8% | -0.1% | -1.6% |
| 30D | -7.8% | +0.1% | -7.8% | -7.8% |
| 3M | -7.9% | +37.4% | -45.2% | -14.8% |
| 6M | +6.3% | +25.4% | -19.1% | +0.1% |
| YTD | +38.2% | +12.2% | +26.0% | +29.9% |
| 1Y | +19.8% | -0.3% | +20.2% | +16.4% |
| All | +19.8% | +0.5% | +19.3% | +16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling