+39.8%
IJR vs GPN
-44.5%
+84.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.2% | -4.3% | +2.2% | -0.8% |
| 30D | -4.6% | 0.0% | -4.6% | -4.8% |
| 3M | +0.2% | +35.8% | -35.6% | -10.3% |
| 6M | +14.7% | +22.0% | -7.3% | +5.8% |
| YTD | +18.9% | +15.2% | +3.7% | +10.9% |
| 1Y | +19.9% | +3.5% | +16.5% | +16.1% |
| 3Y | +53.0% | -26.9% | +80.0% | +64.5% |
| All | +39.8% | -44.5% | +84.3% | +56.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling