+179.3%
IJH vs GPN
+28.5%
+150.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -1.9% | -4.3% | +2.5% | -0.2% |
| 30D | -4.6% | 0.0% | -4.6% | -4.9% |
| 3M | -1.2% | +35.8% | -37.0% | -13.4% |
| 6M | +9.4% | +22.0% | -12.6% | -0.8% |
| YTD | +13.3% | +15.2% | -1.9% | +4.0% |
| 1Y | +13.4% | +3.5% | +9.9% | +8.3% |
| 3Y | +50.4% | -26.9% | +77.4% | +61.2% |
| 5Y | +49.0% | -44.2% | +93.2% | +73.9% |
| All | +179.3% | +28.5% | +150.7% | +154.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling