+165.2%
GD vs IVZ
+42.6%
+122.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.3% |
| 7D | +2.7% | +6.8% | -4.1% | +0.8% |
| 30D | +8.6% | +3.5% | +5.1% | +7.3% |
| 3M | -7.1% | -10.0% | +3.0% | -4.7% |
| 6M | +7.5% | +4.5% | +3.0% | +5.2% |
| YTD | +9.9% | +12.6% | -2.7% | +4.7% |
| 1Y | +7.6% | +24.4% | -16.9% | -0.6% |
| 3Y | +56.2% | +150.6% | -94.4% | +13.0% |
| 5Y | +100.6% | +35.7% | +65.0% | +70.3% |
| All | +165.2% | +42.6% | +122.6% | +91.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 IVZ 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