+2,066.8%
GS vs IJH
+1,075.9%
+990.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | -0.1% |
| 7D | +0.9% | +0.1% | +0.8% | +0.8% |
| 30D | -1.6% | -1.5% | -0.1% | +0.2% |
| 3M | -4.5% | +0.8% | -5.2% | -5.2% |
| 6M | +20.9% | +7.6% | +13.3% | +11.4% |
| YTD | +19.9% | +15.5% | +4.4% | +2.0% |
| 1Y | +41.4% | +16.9% | +24.5% | +18.3% |
| 3Y | +239.2% | +48.1% | +191.1% | +117.3% |
| 5Y | +185.0% | +47.8% | +137.2% | +79.4% |
| 10Y | +655.0% | +178.6% | +476.4% | +120.3% |
| All | +2,066.8% | +1,075.9% | +990.9% | +12.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling