+104.1%
GLD vs IJH
+36.2%
+67.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.6% | +2.3% | -6.9% | -4.9% |
| 30D | -5.5% | +2.1% | -7.5% | -5.8% |
| 3M | -10.9% | -5.7% | -5.3% | -10.2% |
| 6M | -17.4% | +1.4% | -18.9% | -17.5% |
| YTD | -10.3% | +12.6% | -23.0% | -11.4% |
| 1Y | -7.2% | +16.1% | -23.3% | -8.5% |
| 3Y | +96.9% | +57.8% | +39.1% | +89.0% |
| All | +104.1% | +36.2% | +67.9% | +93.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling