+561.8%
GWW vs IVZ
+65.9%
+495.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.3% |
| 7D | -3.4% | -2.4% | -1.0% | -2.6% |
| 30D | -1.9% | +3.0% | -4.9% | -2.9% |
| 3M | -2.4% | +14.9% | -17.3% | -7.4% |
| 6M | +15.7% | +36.7% | -21.0% | +2.9% |
| YTD | +27.6% | +25.7% | +1.9% | +16.2% |
| 1Y | +27.2% | +47.7% | -20.5% | +9.1% |
| 3Y | +89.7% | +138.8% | -49.2% | +31.6% |
| 5Y | +223.9% | +62.1% | +161.8% | +149.8% |
| All | +561.8% | +65.9% | +495.9% | +349.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling