+7.2%
GEHC vs IJR
+55.8%
-48.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.9% |
| 7D | -7.2% | -2.2% | -5.0% | -5.5% |
| 30D | -11.6% | -4.6% | -7.0% | -8.2% |
| 3M | -0.8% | +0.2% | -1.1% | -1.2% |
| 6M | -11.9% | +14.7% | -26.6% | -21.1% |
| YTD | -21.9% | +18.9% | -40.8% | -32.0% |
| 1Y | -17.8% | +19.9% | -37.8% | -28.9% |
| 3Y | -3.5% | +53.0% | -56.6% | -30.7% |
| All | +7.2% | +55.8% | -48.7% | -27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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