-21.1%
GIS vs IJR
+172.1%
-193.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -6.4% | -2.2% | -4.2% | -6.0% |
| 30D | -6.1% | -4.6% | -1.5% | -5.4% |
| 3M | +7.8% | +0.2% | +7.6% | +7.8% |
| 6M | -8.8% | +14.7% | -23.5% | -10.9% |
| YTD | -19.1% | +18.9% | -38.0% | -21.5% |
| 1Y | -24.8% | +19.9% | -44.7% | -27.2% |
| 3Y | -37.6% | +53.0% | -90.6% | -42.6% |
| 5Y | -25.4% | +40.9% | -66.3% | -31.0% |
| All | -21.1% | +172.1% | -193.1% | -39.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling