+189.7%
IJH vs GDDY
+390.3%
-200.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.3% |
| 7D | -1.9% | -3.2% | +1.3% | -1.2% |
| 30D | -4.6% | +6.8% | -11.4% | -6.6% |
| 3M | -1.2% | +30.5% | -31.6% | -9.3% |
| 6M | +9.4% | +13.3% | -3.9% | +3.4% |
| YTD | +13.3% | -21.0% | +34.3% | +17.3% |
| 1Y | +13.4% | -34.0% | +47.4% | +23.3% |
| 3Y | +50.4% | +33.1% | +17.4% | +31.5% |
| 5Y | +49.0% | +30.3% | +18.6% | +29.1% |
| 10Y | +182.6% | +205.5% | -22.9% | +106.6% |
| All | +189.7% | +390.3% | -200.6% | +109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling