+1,068.3%
IJH vs GPC
+1,168.3%
-100.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +1.0% |
| 7D | +1.0% | +0.2% | +0.8% | +0.9% |
| 30D | -3.1% | -0.4% | -2.7% | -3.0% |
| 3M | +1.9% | +39.2% | -37.2% | -16.8% |
| 6M | +11.0% | +18.2% | -7.2% | -1.1% |
| YTD | +14.7% | +12.1% | +2.6% | +3.8% |
| 1Y | +15.6% | -0.7% | +16.2% | +11.9% |
| 3Y | +52.5% | -1.7% | +54.2% | +41.0% |
| 5Y | +49.1% | +29.3% | +19.8% | +14.7% |
| 10Y | +177.7% | +80.7% | +97.0% | +62.3% |
| All | +1,068.3% | +1,168.3% | -100.0% | +116.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GPC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling