+61.1%
IJR vs GGLL
+166.5%
-105.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.2% |
| 7D | +2.2% | +7.7% | -5.5% | +1.3% |
| 30D | +3.8% | -30.2% | +34.1% | +7.6% |
| 3M | -5.7% | -31.3% | +25.5% | -2.3% |
| 6M | +4.6% | -52.1% | +56.7% | +13.0% |
| YTD | +18.0% | -25.9% | +43.8% | +18.5% |
| 1Y | +21.8% | -8.5% | +30.2% | +18.3% |
| 3Y | +61.1% | +165.5% | -104.5% | +31.6% |
| All | +61.1% | +166.5% | -105.4% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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