+49.3%
IJH vs GPC
-1.9%
+51.1%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.5% | -1.8% | -0.7% | -2.1% |
| 30D | -5.0% | +0.1% | -5.1% | -5.1% |
| 3M | +0.5% | +37.4% | -36.8% | -8.4% |
| 6M | +8.2% | +25.4% | -17.2% | +1.0% |
| YTD | +12.5% | +12.2% | +0.3% | +7.0% |
| 1Y | +14.4% | -0.3% | +14.7% | +12.9% |
| All | +49.3% | -1.9% | +51.1% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling