+238.0%
GM vs IJR
+466.8%
-228.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -1.1% |
| 7D | -2.4% | -2.2% | -0.3% | -0.2% |
| 30D | -1.1% | -4.6% | +3.5% | +3.7% |
| 3M | +6.1% | +0.2% | +5.9% | +5.7% |
| 6M | +15.0% | +14.7% | +0.2% | 0.0% |
| YTD | +6.0% | +18.9% | -12.9% | -11.2% |
| 1Y | +47.1% | +19.9% | +27.2% | +21.9% |
| 3Y | +170.5% | +53.0% | +117.5% | +71.5% |
| 5Y | +80.5% | +40.9% | +39.6% | +27.2% |
| 10Y | +238.7% | +171.1% | +67.6% | +25.2% |
| All | +238.0% | +466.8% | -228.8% | -35.9% |
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