+28.1%
IYR vs GFS
-21.4%
+49.5%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -1.0% | -0.9% |
| 7D | -2.8% | +3.2% | -6.0% | -3.1% |
| 30D | -2.5% | -9.6% | +7.0% | -1.9% |
| 3M | -3.0% | -38.5% | +35.5% | +0.2% |
| 6M | +1.6% | -1.3% | +2.9% | -1.1% |
| YTD | +7.3% | +31.8% | -24.5% | +0.3% |
| 1Y | +5.6% | +44.6% | -38.9% | -2.8% |
| All | +28.1% | -21.4% | +49.5% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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