+238.0%
GM vs IJH
+454.7%
-216.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | +6.1% | -1.2% | +7.3% | +7.4% |
| 6M | +15.0% | +9.4% | +5.6% | +4.0% |
| YTD | +6.0% | +13.3% | -7.3% | -8.0% |
| 1Y | +47.1% | +13.4% | +33.7% | +27.4% |
| 3Y | +170.5% | +50.4% | +120.1% | +68.3% |
| 5Y | +80.5% | +49.0% | +31.5% | +16.2% |
| 10Y | +238.7% | +182.6% | +56.1% | +10.7% |
| All | +238.0% | +454.7% | -216.6% | -42.8% |
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