+6,983.4%
GWW vs IVZ
+1,090.9%
+5,892.5%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.0% |
| 7D | -1.5% | +1.1% | -2.6% | -1.8% |
| 30D | +1.1% | +3.1% | -2.0% | +0.2% |
| 3M | -1.0% | +18.2% | -19.2% | -6.0% |
| 6M | +16.3% | +38.6% | -22.3% | +5.1% |
| YTD | +28.5% | +25.9% | +2.6% | +18.9% |
| 1Y | +30.3% | +51.7% | -21.4% | +14.0% |
| 3Y | +91.6% | +138.7% | -47.1% | +43.0% |
| 5Y | +224.0% | +62.8% | +161.2% | +162.3% |
| 10Y | +551.3% | +60.9% | +490.4% | +389.3% |
| All | +6,983.4% | +1,090.9% | +5,892.5% | +2,743.5% |
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