+183.1%
IJH vs GD
+188.9%
-5.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.1% | 0.0% | -0.4% |
| 7D | -0.7% | -3.1% | +2.4% | +1.1% |
| 30D | -3.8% | -10.9% | +7.1% | +2.7% |
| 3M | 0.0% | +2.5% | -2.5% | -1.9% |
| 6M | +8.8% | -1.7% | +10.4% | +8.8% |
| YTD | +13.5% | +6.1% | +7.4% | +8.0% |
| 1Y | +15.4% | +11.7% | +3.7% | +6.3% |
| 3Y | +50.9% | +71.8% | -20.9% | +3.9% |
| 5Y | +47.8% | +92.2% | -44.4% | -6.7% |
| 10Y | +183.1% | +192.2% | -9.1% | +31.3% |
| All | +183.1% | +188.9% | -5.9% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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