+174.0%
GD vs IVZ
+48.7%
+125.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -1.9% | +2.2% | -4.0% | -2.6% |
| 30D | +10.9% | -2.2% | +13.1% | +11.3% |
| 3M | -6.8% | -8.4% | +1.7% | -4.9% |
| 6M | +7.0% | +6.2% | +0.9% | +4.3% |
| YTD | +11.1% | +12.4% | -1.3% | +5.9% |
| 1Y | +7.0% | +26.0% | -19.0% | -1.4% |
| 3Y | +59.9% | +147.9% | -87.9% | +16.1% |
| 5Y | +102.5% | +38.8% | +63.7% | +70.4% |
| 10Y | +174.0% | +44.6% | +129.5% | +99.9% |
| All | +174.0% | +48.7% | +125.3% | +99.9% |
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