+2,066.8%
GS vs IJR
+1,153.0%
+913.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.3% |
| 7D | +0.9% | -0.2% | +1.1% | +1.1% |
| 30D | -1.6% | -2.4% | +0.8% | +1.0% |
| 3M | -4.5% | +3.9% | -8.4% | -8.3% |
| 6M | +20.9% | +12.4% | +8.5% | +7.2% |
| YTD | +19.9% | +21.5% | -1.6% | -1.8% |
| 1Y | +41.4% | +24.0% | +17.4% | +13.0% |
| 3Y | +239.2% | +49.7% | +189.5% | +122.1% |
| 5Y | +185.0% | +39.7% | +145.4% | +97.3% |
| 10Y | +655.0% | +169.0% | +485.9% | +152.1% |
| All | +2,066.8% | +1,153.0% | +913.8% | +17.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling