+5,046.4%
GD vs IVZ
+897.2%
+4,149.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.0% | +5.7% | -0.6% |
| 7D | -3.9% | -6.7% | +2.8% | -2.6% |
| 30D | +8.1% | -10.9% | +18.9% | +10.6% |
| 3M | -6.8% | -14.8% | +8.1% | -3.7% |
| 6M | +3.0% | +2.4% | +0.6% | +1.8% |
| YTD | +7.8% | +5.4% | +2.3% | +5.3% |
| 1Y | +5.8% | +19.6% | -13.8% | +0.5% |
| 3Y | +55.3% | +122.4% | -67.1% | +25.3% |
| 5Y | +96.7% | +28.8% | +67.9% | +74.7% |
| 10Y | +195.4% | +52.3% | +143.1% | +136.3% |
| All | +5,046.4% | +897.2% | +4,149.1% | +2,776.0% |
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 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