+78.7%
IVV vs GFS
-3.9%
+82.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +0.5% | +2.6% | -2.1% | 0.0% |
| 30D | -1.0% | -16.4% | +15.4% | +2.3% |
| 3M | +3.9% | -41.6% | +45.4% | +14.0% |
| 6M | +14.5% | -3.7% | +18.2% | +12.0% |
| YTD | +12.9% | +29.3% | -16.4% | +2.7% |
| 1Y | +19.4% | +37.1% | -17.8% | +6.7% |
| 3Y | +78.8% | -22.1% | +100.9% | +74.3% |
| All | +78.7% | -3.9% | +82.6% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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