+82.9%
IVV vs GD
+59.0%
+23.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.3% |
| 7D | -0.7% | +3.0% | -3.7% | -1.5% |
| 30D | -1.0% | +10.5% | -11.6% | -3.7% |
| 3M | -0.3% | -5.0% | +4.6% | +1.0% |
| 6M | +7.4% | +5.5% | +1.9% | +5.4% |
| YTD | +13.4% | +10.3% | +3.0% | +9.3% |
| 1Y | +14.8% | +8.2% | +6.6% | +11.4% |
| All | +82.9% | +59.0% | +23.9% | +55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling