+240.4%
GS vs IJH
+52.3%
+188.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.6% |
| 7D | +3.4% | +1.0% | +2.4% | +2.2% |
| 30D | +0.2% | -3.1% | +3.3% | +4.1% |
| 3M | -0.3% | +1.9% | -2.3% | -2.5% |
| 6M | +27.4% | +11.0% | +16.4% | +12.9% |
| YTD | +19.6% | +14.7% | +4.9% | +2.4% |
| 1Y | +42.5% | +15.6% | +26.9% | +20.8% |
| 3Y | +240.4% | +52.5% | +187.9% | +119.7% |
| All | +240.4% | +52.3% | +188.1% | +119.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling