+25.2%
GFS vs IVZ
+21.8%
+3.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.3% |
| 7D | +17.2% | +5.1% | +12.1% | +14.3% |
| 30D | -8.7% | -1.6% | -7.2% | -7.9% |
| 3M | -19.7% | -9.1% | -10.5% | -15.8% |
| 6M | -40.7% | +1.8% | -42.5% | -40.6% |
| YTD | +22.5% | +10.8% | +11.7% | +10.9% |
| 1Y | +25.2% | +19.1% | +6.1% | +11.0% |
| All | +25.2% | +21.8% | +3.4% | +11.0% |
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 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