+305.2%
IVV vs GD
+192.5%
+112.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.3% |
| 7D | -4.8% | -3.9% | -0.9% | -3.0% |
| 30D | -5.9% | +8.1% | -14.0% | -9.4% |
| 3M | -4.5% | -6.8% | +2.2% | -1.7% |
| 6M | +1.8% | +3.0% | -1.2% | -0.3% |
| YTD | +8.4% | +7.8% | +0.6% | +3.0% |
| 1Y | +9.4% | +5.8% | +3.6% | +4.9% |
| 3Y | +75.3% | +55.3% | +19.9% | +36.1% |
| 5Y | +67.8% | +96.7% | -28.9% | +13.4% |
| All | +305.2% | +192.5% | +112.7% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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