+100.5%
GD vs IVZ
+36.0%
+64.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.2% | -0.3% |
| 7D | +2.7% | +7.6% | -5.0% | +1.3% |
| 30D | +8.6% | +4.3% | +4.3% | +7.7% |
| 3M | -7.1% | -9.3% | +2.3% | -5.7% |
| 6M | +7.5% | +5.2% | +2.2% | +5.9% |
| YTD | +9.9% | +13.4% | -3.5% | +6.5% |
| 1Y | +7.6% | +25.4% | -17.8% | +2.3% |
| 3Y | +56.2% | +152.5% | -96.3% | +27.3% |
| All | +100.5% | +36.0% | +64.6% | +86.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling