+776.1%
IVV vs GD
+2,125.4%
-1,349.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.4% |
| 7D | +0.1% | -5.3% | +5.4% | +2.6% |
| 30D | +0.1% | -6.4% | +6.5% | +3.1% |
| 3M | +2.0% | +5.7% | -3.7% | -1.0% |
| 6M | +13.0% | -0.9% | +14.0% | +12.6% |
| YTD | +13.6% | +8.2% | +5.4% | +8.3% |
| 1Y | +20.1% | +13.4% | +6.7% | +11.8% |
| 3Y | +77.6% | +68.5% | +9.1% | +35.5% |
| 5Y | +82.5% | +97.2% | -14.7% | +28.4% |
| 10Y | +316.5% | +190.2% | +126.3% | +137.7% |
| All | +776.1% | +2,125.4% | -1,349.3% | +150.3% |
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