+5,065.2%
GD vs IVZ
+1,117.8%
+3,947.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.0% |
| 7D | -5.3% | +0.6% | -5.9% | -5.4% |
| 30D | -6.4% | +4.0% | -10.4% | -7.3% |
| 3M | +5.7% | +18.2% | -12.5% | +1.6% |
| 6M | -0.9% | +32.8% | -33.8% | -7.5% |
| YTD | +8.2% | +28.7% | -20.6% | +1.5% |
| 1Y | +13.4% | +55.4% | -42.0% | +1.9% |
| 3Y | +68.5% | +135.2% | -66.7% | +34.5% |
| 5Y | +97.2% | +64.2% | +33.0% | +65.9% |
| 10Y | +190.2% | +64.6% | +125.6% | +128.1% |
| All | +5,065.2% | +1,117.8% | +3,947.4% | +2,670.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling