+313.6%
IVV vs GFI
+1,081.9%
-768.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.5% |
| 7D | -2.0% | -5.1% | +3.1% | -1.8% |
| 30D | -1.6% | +13.4% | -15.1% | -2.2% |
| 3M | +4.8% | +36.2% | -31.5% | +3.3% |
| 6M | +12.6% | -9.8% | +22.4% | +12.6% |
| YTD | +11.8% | +7.7% | +4.1% | +10.9% |
| 1Y | +17.6% | +27.2% | -9.6% | +15.8% |
| 3Y | +77.0% | +300.3% | -223.3% | +66.1% |
| 5Y | +82.6% | +539.8% | -457.2% | +67.5% |
| All | +313.6% | +1,081.9% | -768.2% | +301.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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