+17.7%
GFS vs IVZ
+30.5%
-12.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +4.2% | -10.1% | -7.8% |
| 7D | -12.5% | +2.6% | -15.2% | -13.5% |
| 30D | -16.9% | -3.5% | -13.5% | -15.6% |
| 3M | -22.3% | -7.4% | -14.9% | -19.5% |
| 6M | -40.2% | +14.7% | -54.9% | -42.8% |
| YTD | +16.0% | +14.6% | +1.4% | +3.7% |
| 1Y | +17.7% | +30.7% | -13.0% | +1.1% |
| All | +17.7% | +30.5% | -12.9% | +1.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling