+324.0%
GLW vs IJR
+1,153.0%
-829.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.3% |
| 7D | +3.8% | -0.2% | +3.9% | +4.0% |
| 30D | -1.3% | -2.4% | +1.1% | +1.4% |
| 3M | -21.8% | +3.9% | -25.7% | -24.1% |
| 6M | +6.9% | +12.4% | -5.5% | -3.3% |
| YTD | +77.2% | +21.5% | +55.7% | +47.7% |
| 1Y | +123.2% | +24.0% | +99.3% | +82.4% |
| 3Y | +400.0% | +49.7% | +350.3% | +225.0% |
| 5Y | +342.8% | +39.7% | +303.1% | +203.3% |
| 10Y | +771.4% | +169.0% | +602.4% | +177.4% |
| All | +324.0% | +1,153.0% | -829.0% | -83.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling