+776.1%
IVV vs GFI
+2,642.8%
-1,866.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.3% |
| 7D | +0.1% | +3.1% | -3.0% | -0.1% |
| 30D | +0.1% | +27.1% | -27.0% | -1.3% |
| 3M | +2.0% | +21.2% | -19.2% | +0.7% |
| 6M | +13.0% | -4.5% | +17.5% | +12.8% |
| YTD | +13.6% | +11.7% | +1.9% | +12.2% |
| 1Y | +20.1% | +46.0% | -26.0% | +16.6% |
| 3Y | +77.6% | +309.6% | -231.9% | +61.1% |
| 5Y | +82.5% | +506.0% | -423.6% | +59.8% |
| 10Y | +316.5% | +1,009.2% | -692.7% | +240.4% |
| All | +776.1% | +2,642.8% | -1,866.6% | +620.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling