+1,054.0%
IJH vs GFI
+2,486.0%
-1,432.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.3% | +2.1% | +0.9% |
| 7D | -1.9% | -4.9% | +3.0% | -1.5% |
| 30D | -4.6% | +10.7% | -15.4% | -5.4% |
| 3M | -1.2% | +25.6% | -26.8% | -2.9% |
| 6M | +9.4% | -8.3% | +17.7% | +9.5% |
| YTD | +13.3% | +6.3% | +7.0% | +12.0% |
| 1Y | +13.4% | +22.1% | -8.7% | +10.6% |
| 3Y | +50.4% | +289.2% | -238.7% | +33.7% |
| 5Y | +49.0% | +531.7% | -482.7% | +25.9% |
| 10Y | +182.6% | +1,043.8% | -861.2% | +118.4% |
| All | +1,054.0% | +2,486.0% | -1,432.0% | +779.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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