+21.4%
IJH vs GLXY
+2.7%
+18.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.1% | -0.6% |
| 7D | -2.5% | -8.9% | +6.4% | -1.8% |
| 30D | -5.0% | +19.9% | -24.9% | -6.5% |
| 3M | +0.5% | -20.0% | +20.5% | +1.6% |
| 6M | +8.2% | +10.5% | -2.3% | +6.0% |
| YTD | +12.5% | +7.9% | +4.5% | +9.2% |
| 1Y | +14.4% | -7.5% | +21.9% | +12.7% |
| All | +21.4% | +2.7% | +18.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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