-12.0%
GIS vs IJR
+13.7%
-25.7%
-22.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.2% | -2.9% |
| 7D | -8.4% | -2.3% | -6.1% | -8.1% |
| 30D | -5.2% | -4.7% | -0.5% | -4.5% |
| 3M | +8.2% | +2.1% | +6.0% | +7.8% |
| 6M | -12.0% | +13.9% | -25.9% | -15.1% |
| All | -12.0% | +13.7% | -25.7% | -15.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling