+2,520.1%
GPN vs IVZ
+74.0%
+2,446.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.6% |
| 7D | -0.7% | +1.1% | -1.8% | -1.1% |
| 30D | +3.8% | +3.1% | +0.7% | +2.8% |
| 3M | +39.2% | +18.2% | +21.0% | +31.1% |
| 6M | +17.9% | +38.6% | -20.7% | +5.1% |
| YTD | +16.4% | +25.9% | -9.6% | +6.8% |
| 1Y | +3.6% | +51.7% | -48.0% | -10.8% |
| 3Y | -26.7% | +138.7% | -165.3% | -46.7% |
| 5Y | -44.8% | +62.8% | -107.6% | -55.2% |
| 10Y | +24.1% | +60.9% | -36.8% | -7.8% |
| All | +2,520.1% | +74.0% | +2,446.1% | +1,257.8% |
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 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