+173.3%
IRM vs GPC
+3.6%
+169.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.4% |
| 7D | -8.6% | +1.6% | -10.2% | -9.0% |
| 30D | -8.0% | -2.1% | -5.9% | -7.6% |
| 3M | -12.0% | -6.8% | -5.2% | -10.4% |
| 6M | -18.2% | +18.6% | -36.8% | -23.9% |
| YTD | +31.4% | +2.7% | +28.7% | +27.0% |
| 1Y | +9.2% | +1.8% | +7.4% | +5.9% |
| 3Y | +94.6% | +1.1% | +93.5% | +78.8% |
| All | +173.3% | +3.6% | +169.8% | +135.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling