+6.1%
IYR vs GH
+21.3%
-15.2%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -0.7% |
| 7D | -2.8% | -1.2% | -1.6% | -2.7% |
| 30D | -2.5% | -3.7% | +1.1% | -2.2% |
| 3M | -3.0% | +21.7% | -24.6% | -5.3% |
| 6M | +1.6% | +75.7% | -74.1% | -5.1% |
| YTD | +7.3% | +55.7% | -48.4% | +1.2% |
| 1Y | +5.6% | +181.1% | -175.5% | -7.4% |
| 3Y | +28.1% | +371.6% | -343.5% | +1.2% |
| 5Y | +6.1% | +23.2% | -17.1% | -13.9% |
| All | +6.1% | +21.3% | -15.2% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling