+9,217.0%
IRM vs GPC
+1,020.6%
+8,196.4%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.5% |
| 7D | -8.6% | +1.6% | -10.2% | -9.2% |
| 30D | -8.0% | -2.1% | -5.9% | -7.4% |
| 3M | -12.0% | -6.8% | -5.2% | -9.8% |
| 6M | -18.2% | +18.6% | -36.8% | -25.4% |
| YTD | +31.4% | +2.7% | +28.7% | +26.1% |
| 1Y | +9.2% | +1.8% | +7.4% | +5.2% |
| 3Y | +94.6% | +1.1% | +93.5% | +80.4% |
| 5Y | +170.2% | +4.1% | +166.1% | +145.2% |
| 10Y | +464.3% | +88.2% | +376.1% | +271.5% |
| All | +9,217.0% | +1,020.6% | +8,196.4% | +3,060.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling