+774.4%
IVV vs GD
+2,170.3%
-1,395.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.8% |
| 7D | -0.7% | +3.0% | -3.7% | -2.1% |
| 30D | -1.0% | +10.5% | -11.6% | -5.6% |
| 3M | -0.3% | -5.0% | +4.6% | +1.7% |
| 6M | +7.4% | +5.5% | +1.9% | +4.0% |
| YTD | +13.4% | +10.3% | +3.0% | +6.9% |
| 1Y | +14.8% | +8.2% | +6.6% | +9.1% |
| 3Y | +83.3% | +59.0% | +24.3% | +43.9% |
| 5Y | +76.1% | +104.3% | -28.1% | +21.7% |
| 10Y | +333.3% | +202.4% | +130.8% | +142.1% |
| All | +774.4% | +2,170.3% | -1,395.9% | +146.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling