+188.5%
GD vs IVZ
+48.5%
+140.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.0% | -2.4% | -2.5% | -4.4% |
| 30D | +8.9% | -11.2% | +20.1% | +12.3% |
| 3M | -8.0% | -14.0% | +5.9% | -4.5% |
| 6M | +2.9% | +0.5% | +2.4% | +1.8% |
| YTD | +7.1% | +5.4% | +1.6% | +3.8% |
| 1Y | +5.9% | +19.5% | -13.5% | -1.1% |
| 3Y | +53.9% | +128.7% | -74.8% | +14.0% |
| 5Y | +95.4% | +28.8% | +66.7% | +67.9% |
| All | +188.5% | +48.5% | +140.0% | +101.0% |
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