+165.2%
GD vs IVZ
+43.7%
+121.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.5% |
| 7D | +2.7% | +7.6% | -5.0% | +0.6% |
| 30D | +8.6% | +4.3% | +4.3% | +7.1% |
| 3M | -7.1% | -9.3% | +2.3% | -4.9% |
| 6M | +7.5% | +5.2% | +2.2% | +5.0% |
| YTD | +9.9% | +13.4% | -3.5% | +4.5% |
| 1Y | +7.6% | +25.4% | -17.8% | -0.8% |
| 3Y | +56.2% | +152.5% | -96.3% | +12.8% |
| 5Y | +100.6% | +36.7% | +63.9% | +69.9% |
| All | +165.2% | +43.7% | +121.5% | +90.8% |
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