+152.4%
GS vs IJH
+37.8%
+114.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +3.2% | +1.5% | +1.3% |
| 7D | +0.8% | +0.6% | +0.2% | +0.3% |
| 30D | +1.2% | +1.3% | -0.1% | +0.1% |
| 3M | -12.4% | -4.1% | -8.3% | -8.2% |
| 6M | -2.3% | +1.1% | -3.4% | -2.9% |
| YTD | +4.6% | +13.6% | -9.0% | -7.4% |
| 1Y | +17.5% | +16.0% | +1.5% | +1.9% |
| 3Y | +202.0% | +60.9% | +141.1% | +94.8% |
| 5Y | +152.4% | +37.9% | +114.4% | +87.2% |
| All | +152.4% | +37.8% | +114.6% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling