+139.3%
GS vs IJR
+23.0%
+116.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -3.2% | -1.9% | -1.3% | -1.3% |
| 30D | -2.4% | +0.4% | -2.8% | -2.6% |
| 3M | -15.7% | -6.6% | -9.2% | -9.9% |
| 6M | -6.8% | -0.3% | -6.5% | -6.2% |
| YTD | -0.1% | +15.5% | -15.5% | -12.1% |
| 1Y | +12.1% | +19.2% | -7.1% | -4.2% |
| 3Y | +185.8% | +54.6% | +131.2% | +94.6% |
| All | +139.3% | +23.0% | +116.4% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling