+57.8%
IJR vs GGLL
+194.0%
-136.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.3% |
| 7D | +0.1% | +5.1% | -5.0% | -0.6% |
| 30D | +2.6% | -35.5% | +38.1% | +8.2% |
| 3M | -4.3% | -39.2% | +34.9% | +1.5% |
| 6M | +2.7% | -54.4% | +57.1% | +12.7% |
| YTD | +18.5% | -29.8% | +48.3% | +20.2% |
| 1Y | +20.1% | -20.4% | +40.5% | +18.9% |
| 3Y | +61.7% | +149.7% | -88.0% | +23.4% |
| All | +57.8% | +194.0% | -136.2% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling