+65.3%
IJH vs GGLL
+328.7%
-263.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +0.4% |
| 7D | +0.1% | -4.8% | +4.9% | +0.8% |
| 30D | -1.5% | -13.7% | +12.2% | +0.4% |
| 3M | +0.8% | -21.9% | +22.6% | +3.3% |
| 6M | +7.6% | +11.7% | -4.1% | +3.7% |
| YTD | +15.5% | +2.3% | +13.2% | +12.4% |
| 1Y | +16.9% | +76.2% | -59.3% | +3.8% |
| 3Y | +48.1% | +245.0% | -196.9% | +10.8% |
| All | +65.3% | +328.7% | -263.4% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling