+1,158.3%
IJR vs GPC
+1,206.3%
-48.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.3% |
| 7D | -0.2% | +1.2% | -1.4% | -0.9% |
| 30D | -2.4% | +6.0% | -8.4% | -5.8% |
| 3M | +3.9% | +42.6% | -38.7% | -17.2% |
| 6M | +12.4% | +22.8% | -10.4% | -2.6% |
| YTD | +21.5% | +15.5% | +6.0% | +7.5% |
| 1Y | +24.0% | +2.0% | +21.9% | +18.0% |
| 3Y | +49.7% | -1.4% | +51.1% | +38.4% |
| 5Y | +39.7% | +30.6% | +9.1% | +5.9% |
| 10Y | +169.0% | +80.6% | +88.4% | +54.8% |
| All | +1,158.3% | +1,206.3% | -48.0% | +109.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling