+1,148.9%
IJR vs GPC
+1,168.3%
-19.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +1.0% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | -3.1% | -0.4% | -2.8% | -3.0% |
| 3M | +4.4% | +39.2% | -34.8% | -15.6% |
| 6M | +16.1% | +18.2% | -2.1% | +2.8% |
| YTD | +20.6% | +12.1% | +8.5% | +8.5% |
| 1Y | +22.9% | -0.7% | +23.5% | +18.8% |
| 3Y | +55.2% | -1.7% | +56.9% | +43.4% |
| 5Y | +41.1% | +29.3% | +11.8% | +7.4% |
| 10Y | +167.0% | +80.7% | +86.3% | +53.0% |
| All | +1,148.9% | +1,168.3% | -19.4% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded GPC 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling