+388.8%
GH vs IVZ
+103.8%
+285.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | -2.5% | -2.4% | -0.1% | -1.5% |
| 30D | -4.7% | +3.0% | -7.7% | -6.2% |
| 3M | +20.2% | +14.9% | +5.4% | +12.2% |
| 6M | +78.8% | +36.7% | +42.0% | +54.7% |
| YTD | +54.1% | +25.7% | +28.4% | +37.7% |
| 1Y | +177.1% | +47.7% | +129.4% | +128.2% |
| 3Y | +371.6% | +138.8% | +232.8% | +207.5% |
| 5Y | +21.9% | +62.1% | -40.2% | -9.2% |
| All | +388.8% | +103.8% | +285.0% | +211.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling