-43.7%
GPN vs IVZ
+61.1%
-104.8%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | -0.5% |
| 7D | -4.3% | -2.4% | -1.9% | -3.2% |
| 30D | 0.0% | +3.0% | -3.0% | -1.5% |
| 3M | +35.8% | +14.9% | +21.0% | +26.1% |
| 6M | +22.0% | +36.7% | -14.7% | +3.5% |
| YTD | +15.2% | +25.7% | -10.5% | +1.4% |
| 1Y | +3.5% | +47.7% | -44.2% | -16.4% |
| 3Y | -26.9% | +138.8% | -165.8% | -56.1% |
| All | -43.7% | +61.1% | -104.8% | -60.3% |
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 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