+179.3%
IJH vs GDDY
+207.2%
-28.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.3% |
| 7D | -1.9% | -3.2% | +1.3% | -1.1% |
| 30D | -4.6% | +6.8% | -11.4% | -7.0% |
| 3M | -1.2% | +30.5% | -31.6% | -10.6% |
| 6M | +9.4% | +13.3% | -3.9% | +2.3% |
| YTD | +13.3% | -21.0% | +34.3% | +18.2% |
| 1Y | +13.4% | -34.0% | +47.4% | +25.5% |
| 3Y | +50.4% | +33.1% | +17.4% | +26.6% |
| 5Y | +49.0% | +30.3% | +18.6% | +23.6% |
| All | +179.3% | +207.2% | -28.0% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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