+302.1%
GIS vs IJH
+1,045.0%
-742.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.8% |
| 7D | -8.4% | -2.5% | -5.9% | -7.8% |
| 30D | -5.2% | -5.0% | -0.2% | -3.9% |
| 3M | +8.2% | +0.5% | +7.6% | +7.9% |
| 6M | -12.0% | +8.2% | -20.3% | -14.1% |
| YTD | -18.9% | +12.5% | -31.3% | -21.7% |
| 1Y | -23.6% | +14.4% | -38.0% | -26.7% |
| 3Y | -37.6% | +49.5% | -87.1% | -45.1% |
| 5Y | -25.2% | +47.8% | -73.0% | -34.8% |
| 10Y | -19.3% | +180.4% | -199.7% | -44.1% |
| All | +302.1% | +1,045.0% | -742.9% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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