+75.8%
GM vs IJH
+48.0%
+27.8%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -1.5% |
| 7D | -2.4% | -1.9% | -0.6% | -0.4% |
| 30D | -1.1% | -4.6% | +3.5% | +4.3% |
| 3M | +6.1% | -1.2% | +7.3% | +7.4% |
| 6M | +15.0% | +9.4% | +5.6% | +3.8% |
| YTD | +6.0% | +13.3% | -7.3% | -8.3% |
| 1Y | +47.1% | +13.4% | +33.7% | +27.0% |
| 3Y | +170.5% | +50.4% | +120.1% | +63.1% |
| All | +75.8% | +48.0% | +27.8% | +10.3% |
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