+438.8%
GS vs IJR
+151.4%
+287.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +5.9% | +2.2% | +3.7% | +3.7% |
| 30D | +4.3% | +3.8% | +0.5% | +0.7% |
| 3M | -11.7% | -5.7% | -5.9% | -6.2% |
| 6M | -3.2% | +4.6% | -7.8% | -7.0% |
| YTD | +5.8% | +18.0% | -12.2% | -9.2% |
| 1Y | +16.0% | +21.8% | -5.8% | -3.5% |
| 3Y | +199.8% | +61.1% | +138.7% | +90.9% |
| 5Y | +155.5% | +27.3% | +128.2% | +102.4% |
| All | +438.8% | +151.4% | +287.5% | +112.9% |
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