+53.0%
IJR vs GPN
-27.4%
+80.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.2% | -4.3% | +2.2% | -0.9% |
| 30D | -4.6% | 0.0% | -4.6% | -4.8% |
| 3M | +0.2% | +35.8% | -35.6% | -9.3% |
| 6M | +14.7% | +22.0% | -7.3% | +6.6% |
| YTD | +18.9% | +15.2% | +3.7% | +12.0% |
| 1Y | +19.9% | +3.5% | +16.5% | +17.1% |
| 3Y | +53.0% | -26.9% | +80.0% | +64.0% |
| All | +53.0% | -27.4% | +80.4% | +64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 3y: compounded portfolio wealth divided by compounded GPN 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…
3y analysis · Full analysis span regression · 6 months rolling