+24.2%
IJR vs GH
+80.5%
-56.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.7% | +5.0% | +1.7% |
| 7D | +2.3% | -7.7% | +9.9% | +3.1% |
| 30D | +2.8% | -10.0% | +12.8% | +3.8% |
| 3M | -4.6% | +5.5% | -10.1% | -5.5% |
| 6M | +5.7% | +84.9% | -79.2% | -3.2% |
| YTD | +19.9% | +65.0% | -45.1% | +10.7% |
| 1Y | +24.2% | +71.8% | -47.6% | +13.8% |
| All | +24.2% | +80.5% | -56.3% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 1y: compounded portfolio wealth divided by compounded GH 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…
1y analysis · Full analysis span regression · 6 months rolling