-2.4%
GFS vs IVZ
+62.9%
-65.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +0.9% |
| 7D | +1.0% | +0.6% | +0.4% | +0.6% |
| 30D | -8.6% | +4.0% | -12.6% | -10.7% |
| 3M | -46.5% | +18.2% | -64.7% | -51.6% |
| 6M | -4.8% | +32.8% | -37.6% | -19.6% |
| YTD | +29.7% | +28.7% | +0.9% | +9.8% |
| 1Y | +35.8% | +55.4% | -19.5% | +2.4% |
| 3Y | -18.3% | +135.2% | -153.5% | -54.7% |
| All | -2.4% | +62.9% | -65.3% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling