+169.7%
IJH vs GD
+165.4%
+4.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.5% |
| 7D | +3.0% | +1.9% | +1.1% | +1.9% |
| 30D | +0.8% | +9.2% | -8.4% | -4.3% |
| 3M | -5.1% | -7.5% | +2.4% | -1.1% |
| 6M | +1.3% | +5.8% | -4.5% | -2.8% |
| YTD | +12.8% | +9.8% | +3.0% | +5.0% |
| 1Y | +14.1% | +5.8% | +8.3% | +8.6% |
| 3Y | +57.8% | +58.0% | -0.2% | +15.2% |
| 5Y | +36.9% | +100.4% | -63.5% | -15.9% |
| All | +169.7% | +165.4% | +4.2% | +39.5% |
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