+89.7%
IJR vs GH
+486.6%
-396.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.2% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -3.6% | -2.6% | -1.0% | -3.4% |
| 3M | +2.3% | +25.1% | -22.8% | -1.2% |
| 6M | +14.3% | +78.5% | -64.1% | +4.5% |
| YTD | +19.3% | +59.4% | -40.1% | +10.4% |
| 1Y | +22.6% | +173.9% | -151.2% | +4.3% |
| 3Y | +53.5% | +382.7% | -329.2% | +15.0% |
| 5Y | +39.9% | +24.4% | +15.5% | +17.6% |
| All | +89.7% | +486.6% | -396.9% | +27.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling