+1,055.9%
IJH vs GAP
+14.3%
+1,041.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | 0.0% |
| 7D | -0.7% | -3.2% | +2.4% | 0.0% |
| 30D | -3.8% | -0.7% | -3.1% | -4.1% |
| 3M | 0.0% | -0.5% | +0.5% | -0.6% |
| 6M | +8.8% | -5.0% | +13.7% | +8.5% |
| YTD | +13.5% | -14.7% | +28.2% | +15.6% |
| 1Y | +15.4% | -8.6% | +24.1% | +15.0% |
| 3Y | +50.9% | +108.4% | -57.4% | +12.7% |
| 5Y | +47.8% | +5.8% | +42.0% | +23.1% |
| 10Y | +183.1% | +29.6% | +153.4% | +89.4% |
| All | +1,055.9% | +14.3% | +1,041.5% | +496.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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