+102.6%
IRM vs GPC
+0.9%
+101.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.4% |
| 7D | -0.5% | +1.2% | -1.7% | -0.7% |
| 30D | -8.1% | +6.0% | -14.0% | -9.1% |
| 3M | -9.7% | +42.6% | -52.3% | -16.6% |
| 6M | +10.0% | +22.8% | -12.8% | +4.7% |
| YTD | +43.0% | +15.5% | +27.5% | +37.2% |
| 1Y | +32.7% | +2.0% | +30.6% | +30.5% |
| All | +102.6% | +0.9% | +101.7% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling