+934.7%
IJH vs GPN
+2,487.0%
-1,552.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | -1.9% | -4.6% | +2.7% | -0.2% |
| 30D | -4.6% | -0.3% | -4.4% | -4.8% |
| 3M | -1.2% | +35.4% | -36.6% | -12.3% |
| 6M | +9.4% | +21.7% | -12.3% | +0.1% |
| YTD | +13.3% | +14.9% | -1.6% | +4.8% |
| 1Y | +13.4% | +3.2% | +10.2% | +8.7% |
| 3Y | +50.4% | -27.1% | +77.6% | +59.2% |
| 5Y | +49.0% | -44.4% | +93.3% | +68.9% |
| 10Y | +182.6% | +27.0% | +155.6% | +133.7% |
| All | +934.7% | +2,487.0% | -1,552.3% | +289.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling