+47.8%
IJH vs GPC
+29.3%
+18.4%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -2.5% | -1.8% | -0.7% | -1.9% |
| 30D | -5.0% | +0.1% | -5.1% | -5.1% |
| 3M | +0.5% | +37.4% | -36.8% | -11.7% |
| 6M | +8.2% | +25.4% | -17.2% | -1.8% |
| YTD | +12.4% | +12.2% | +0.3% | +5.2% |
| 1Y | +14.4% | -0.3% | +14.7% | +12.4% |
| 3Y | +49.5% | -1.6% | +51.1% | +42.0% |
| 5Y | +47.8% | +31.0% | +16.8% | +13.3% |
| All | +47.8% | +29.3% | +18.4% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling