+650.5%
GS vs IJR
+165.8%
+484.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.3% | +0.3% |
| 7D | +2.4% | -1.1% | +3.5% | +3.6% |
| 30D | -0.1% | -3.6% | +3.6% | +3.6% |
| 3M | +0.2% | +2.3% | -2.1% | -2.1% |
| 6M | +24.8% | +14.3% | +10.5% | +9.8% |
| YTD | +18.8% | +19.3% | -0.5% | +0.6% |
| 1Y | +37.3% | +22.6% | +14.7% | +13.0% |
| 3Y | +237.9% | +53.5% | +184.3% | +124.5% |
| 5Y | +187.0% | +39.9% | +147.1% | +105.9% |
| 10Y | +650.5% | +172.1% | +478.5% | +162.5% |
| All | +650.5% | +165.8% | +484.8% | +162.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling