+222.5%
GWW vs IVZ
+36.0%
+186.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -1.5% |
| 7D | +3.6% | +7.6% | -4.1% | +1.5% |
| 30D | +12.1% | +4.3% | +7.8% | +10.7% |
| 3M | +12.9% | -9.3% | +22.3% | +15.6% |
| 6M | +19.3% | +5.2% | +14.1% | +16.6% |
| YTD | +48.7% | +13.4% | +35.3% | +41.4% |
| 1Y | +60.5% | +25.4% | +35.1% | +48.0% |
| 3Y | +93.3% | +152.5% | -59.2% | +38.7% |
| All | +222.5% | +36.0% | +186.6% | +181.8% |
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 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