-25.7%
GIS vs IJR
+39.9%
-65.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | -6.4% | -2.2% | -4.2% | -6.2% |
| 30D | -6.1% | -4.6% | -1.5% | -5.7% |
| 3M | +7.8% | +0.2% | +7.6% | +7.8% |
| 6M | -8.8% | +14.7% | -23.5% | -10.0% |
| YTD | -19.1% | +18.9% | -38.0% | -20.6% |
| 1Y | -24.8% | +19.9% | -44.7% | -26.2% |
| 3Y | -37.6% | +53.0% | -90.6% | -40.8% |
| All | -25.7% | +39.9% | -65.6% | -29.9% |
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