+1,798.9%
GS vs IJH
+1,052.7%
+746.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.8% |
| 7D | +1.6% | 0.0% | +1.6% | +1.7% |
| 30D | +1.7% | +1.0% | +0.7% | +0.8% |
| 3M | -11.6% | -4.1% | -7.5% | -6.9% |
| 6M | -1.9% | +0.7% | -2.6% | -2.3% |
| YTD | +5.1% | +13.2% | -8.1% | -8.3% |
| 1Y | +16.4% | +14.9% | +1.5% | -0.1% |
| 3Y | +199.0% | +58.4% | +140.6% | +77.6% |
| 5Y | +157.4% | +38.7% | +118.7% | +75.4% |
| 10Y | +457.2% | +177.9% | +279.3% | +63.3% |
| All | +1,798.9% | +1,052.7% | +746.2% | +1.1% |
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 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