+1,056.8%
IJH vs GD
+2,079.2%
-1,022.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.3% | +0.9% | +2.0% |
| 7D | +0.6% | -3.0% | +3.7% | +2.2% |
| 30D | +1.3% | +9.3% | -8.0% | -3.3% |
| 3M | -4.1% | -7.2% | +3.1% | -0.7% |
| 6M | +1.1% | +5.5% | -4.4% | -2.3% |
| YTD | +13.6% | +9.5% | +4.1% | +7.0% |
| 1Y | +16.0% | +6.4% | +9.6% | +10.9% |
| 3Y | +60.9% | +59.8% | +1.1% | +23.2% |
| 5Y | +37.9% | +98.0% | -60.0% | -6.4% |
| 10Y | +180.1% | +177.4% | +2.8% | +57.3% |
| All | +1,056.8% | +2,079.2% | -1,022.5% | +215.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling