+438.8%
GS vs IJH
+171.8%
+267.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.5% |
| 7D | +5.9% | +2.3% | +3.6% | +3.4% |
| 30D | +4.3% | +2.1% | +2.2% | +2.3% |
| 3M | -11.7% | -5.7% | -6.0% | -5.7% |
| 6M | -3.2% | +1.4% | -4.6% | -4.1% |
| YTD | +5.8% | +12.6% | -6.8% | -5.9% |
| 1Y | +16.0% | +16.1% | -0.1% | -0.1% |
| 3Y | +199.8% | +57.8% | +141.9% | +89.3% |
| 5Y | +155.5% | +36.8% | +118.7% | +86.1% |
| All | +438.8% | +171.8% | +267.1% | +86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling