-20.1%
GFS vs IVZ
+152.3%
-172.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.4% | -5.1% | -3.9% |
| 7D | +7.4% | +7.6% | -0.2% | +3.2% |
| 30D | -15.3% | +4.3% | -19.6% | -17.1% |
| 3M | -21.1% | -9.3% | -11.7% | -17.0% |
| 6M | -44.5% | +5.2% | -49.7% | -46.1% |
| YTD | +19.2% | +13.4% | +5.8% | +9.5% |
| 1Y | +27.2% | +25.4% | +1.9% | +10.4% |
| 3Y | -20.1% | +152.5% | -172.6% | -57.9% |
| All | -20.1% | +152.3% | -172.4% | -57.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling