+24.4%
GH vs IVZ
+61.5%
-37.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.6% |
| 7D | -0.2% | +1.2% | -1.3% | -1.0% |
| 30D | -2.6% | +1.8% | -4.4% | -4.1% |
| 3M | +25.1% | +15.7% | +9.4% | +12.4% |
| 6M | +78.5% | +36.3% | +42.2% | +44.2% |
| YTD | +59.4% | +24.9% | +34.4% | +35.0% |
| 1Y | +173.9% | +48.9% | +124.9% | +102.4% |
| 3Y | +382.7% | +136.8% | +245.9% | +139.7% |
| 5Y | +24.4% | +60.0% | -35.6% | -23.8% |
| All | +24.4% | +61.5% | -37.1% | -23.8% |
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