+1,075.9%
IJH vs GPC
+1,206.3%
-130.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.5% |
| 7D | +0.1% | +1.2% | -1.1% | -0.6% |
| 30D | -1.5% | +6.0% | -7.5% | -4.7% |
| 3M | +0.8% | +42.6% | -41.9% | -18.8% |
| 6M | +7.6% | +22.8% | -15.2% | -6.1% |
| YTD | +15.5% | +15.5% | 0.0% | +2.8% |
| 1Y | +16.9% | +2.0% | +14.9% | +11.5% |
| 3Y | +48.1% | -1.4% | +49.5% | +37.0% |
| 5Y | +47.8% | +30.6% | +17.2% | +13.3% |
| 10Y | +178.6% | +80.6% | +98.0% | +63.4% |
| All | +1,075.9% | +1,206.3% | -130.4% | +114.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling