+202.0%
GS vs IJH
+58.5%
+143.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.2% | +1.5% | +0.8% |
| 7D | +0.8% | +0.6% | +0.2% | +0.2% |
| 30D | +1.2% | +1.3% | -0.1% | -0.2% |
| 3M | -12.4% | -4.1% | -8.3% | -7.7% |
| 6M | -2.3% | +1.1% | -3.4% | -3.1% |
| YTD | +4.6% | +13.6% | -9.0% | -9.2% |
| 1Y | +17.5% | +16.0% | +1.5% | -0.4% |
| 3Y | +202.0% | +60.9% | +141.1% | +87.3% |
| All | +202.0% | +58.5% | +143.6% | +87.3% |
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 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