+49.1%
IJH vs GD
+95.9%
-46.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.1% | -0.3% |
| 7D | +1.0% | -3.5% | +4.5% | +2.6% |
| 30D | -3.1% | -9.0% | +5.9% | +1.0% |
| 3M | +1.9% | +5.1% | -3.1% | -0.7% |
| 6M | +11.0% | -1.0% | +12.0% | +11.0% |
| YTD | +14.7% | +7.3% | +7.4% | +9.8% |
| 1Y | +15.6% | +12.4% | +3.1% | +8.0% |
| 3Y | +52.5% | +73.7% | -21.2% | +11.4% |
| 5Y | +49.1% | +93.8% | -44.7% | -0.5% |
| All | +49.1% | +95.9% | -46.8% | -0.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling