+215.0%
GLD vs IJH
+184.0%
+31.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -2.0% | -1.9% | -0.1% | -1.8% |
| 30D | -1.5% | -4.6% | +3.1% | -1.2% |
| 3M | +3.2% | -1.2% | +4.4% | +3.3% |
| 6M | -16.3% | +9.4% | -25.7% | -16.7% |
| YTD | +0.6% | +13.3% | -12.7% | -0.1% |
| 1Y | +19.1% | +13.4% | +5.7% | +18.3% |
| 3Y | +123.5% | +50.4% | +73.1% | +118.9% |
| 5Y | +138.5% | +49.0% | +89.6% | +133.0% |
| All | +215.0% | +184.0% | +31.0% | +213.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling