+401.3%
GH vs IVZ
+108.8%
+292.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -0.1% | +0.6% | -0.7% | -0.4% |
| 30D | -1.1% | +4.0% | -5.1% | -3.0% |
| 3M | +21.3% | +18.2% | +3.1% | +11.9% |
| 6M | +73.5% | +32.8% | +40.7% | +52.0% |
| YTD | +58.0% | +28.7% | +29.3% | +39.8% |
| 1Y | +163.1% | +55.4% | +107.7% | +111.9% |
| 3Y | +361.0% | +135.2% | +225.8% | +202.2% |
| 5Y | +22.5% | +64.2% | -41.6% | -9.4% |
| All | +401.3% | +108.8% | +292.5% | +215.7% |
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