+37.1%
GFS vs IVZ
+51.7%
-14.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.7% |
| 7D | +2.6% | +1.1% | +1.5% | +2.1% |
| 30D | -16.4% | +3.1% | -19.5% | -17.5% |
| 3M | -41.6% | +18.2% | -59.8% | -45.7% |
| 6M | -3.7% | +38.6% | -42.3% | -15.9% |
| YTD | +29.3% | +25.9% | +3.4% | +10.8% |
| 1Y | +37.1% | +51.7% | -14.5% | -1.3% |
| All | +37.1% | +51.7% | -14.5% | -1.3% |
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 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