+58.7%
IYR vs GH
+467.1%
-408.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -1.4% | -2.5% | +1.1% | -1.1% |
| 30D | -2.7% | -4.7% | +2.0% | -2.2% |
| 3M | -2.1% | +20.2% | -22.4% | -4.4% |
| 6M | +3.6% | +78.8% | -75.2% | -3.5% |
| YTD | +8.1% | +54.1% | -45.9% | +2.1% |
| 1Y | +4.7% | +177.1% | -172.4% | -7.9% |
| 3Y | +29.1% | +371.6% | -342.5% | +2.5% |
| 5Y | +6.9% | +21.9% | -15.0% | -7.3% |
| All | +58.7% | +467.1% | -408.5% | +20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling