-26.9%
GPN vs IVZ
+132.2%
-159.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.5% | +2.3% | +2.0% |
| 7D | -3.5% | -2.4% | -1.1% | -2.5% |
| 30D | +3.1% | +2.5% | +0.6% | +2.0% |
| 3M | +42.3% | +17.1% | +25.2% | +32.2% |
| 6M | +20.9% | +35.1% | -14.3% | +4.9% |
| YTD | +15.2% | +24.3% | -9.1% | +3.3% |
| 1Y | +5.4% | +48.7% | -43.2% | -13.1% |
| All | -26.9% | +132.2% | -159.1% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling