+61.5%
IJH vs GGLL
+217.5%
-156.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +3.5% | -4.7% | -1.6% |
| 7D | +3.0% | +11.5% | -8.5% | +1.6% |
| 30D | +0.8% | -31.2% | +32.0% | +5.0% |
| 3M | -5.1% | -28.7% | +23.6% | -1.8% |
| 6M | +1.3% | -47.2% | +48.5% | +8.2% |
| YTD | +12.8% | -24.3% | +37.0% | +13.1% |
| 1Y | +14.1% | -12.0% | +26.1% | +11.5% |
| 3Y | +57.8% | +169.6% | -111.8% | +20.8% |
| All | +61.5% | +217.5% | -156.0% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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