-34.7%
GFS vs IVZ
+27.3%
-62.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | -7.8% | -2.4% | -5.4% | -6.5% |
| 30D | -19.7% | -11.2% | -8.4% | -14.0% |
| 3M | -23.1% | -14.0% | -9.1% | -16.2% |
| 6M | -46.4% | +0.5% | -46.8% | -46.7% |
| YTD | +11.0% | +5.4% | +5.6% | +5.6% |
| 1Y | +12.6% | +19.5% | -6.8% | -0.9% |
| 3Y | -24.9% | +128.7% | -153.6% | -58.0% |
| All | -34.7% | +27.3% | -62.0% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling