-7.3%
GFS vs IVZ
+41.0%
-48.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.8% | +6.3% | +6.0% |
| 7D | +6.2% | -2.8% | +9.0% | +8.1% |
| 30D | -11.4% | -2.2% | -9.2% | -10.3% |
| 3M | -15.5% | -8.1% | -7.4% | -11.3% |
| 6M | -42.6% | +3.8% | -46.4% | -44.1% |
| YTD | +23.2% | +11.5% | +11.7% | +13.3% |
| 1Y | +23.6% | +23.7% | -0.1% | +6.5% |
| 3Y | -17.2% | +145.8% | -163.0% | -55.7% |
| 5Y | -23.4% | +36.1% | -59.6% | -39.9% |
| All | -7.3% | +41.0% | -48.3% | -28.1% |
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 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