+356.0%
GLW vs IJH
+1,068.3%
-712.2%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.6% | +8.2% | +8.3% |
| 7D | +14.0% | +1.0% | +13.0% | +12.6% |
| 30D | +0.4% | -3.1% | +3.5% | +4.4% |
| 3M | -11.3% | +1.9% | -13.3% | -12.3% |
| 6M | +35.1% | +11.0% | +24.1% | +22.7% |
| YTD | +90.5% | +14.7% | +75.8% | +67.4% |
| 1Y | +132.0% | +15.6% | +116.4% | +102.5% |
| 3Y | +463.3% | +52.5% | +410.8% | +248.7% |
| 5Y | +382.5% | +49.1% | +333.4% | +200.0% |
| 10Y | +837.6% | +177.7% | +660.0% | +167.6% |
| All | +356.0% | +1,068.3% | -712.2% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling