+376.1%
GLW vs IJR
+38.0%
+338.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -2.4% |
| 7D | +11.7% | -2.3% | +14.0% | +14.0% |
| 30D | +2.7% | -4.7% | +7.4% | +7.2% |
| 3M | -2.8% | +2.1% | -5.0% | -3.7% |
| 6M | +20.2% | +13.9% | +6.3% | +9.7% |
| YTD | +87.3% | +18.2% | +69.0% | +66.4% |
| 1Y | +119.6% | +21.8% | +97.8% | +91.0% |
| 3Y | +453.7% | +52.2% | +401.5% | +296.4% |
| 5Y | +376.1% | +40.1% | +336.0% | +260.3% |
| All | +376.1% | +38.0% | +338.1% | +260.3% |
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