+19.4%
IVV vs GFS
+35.0%
-15.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +0.5% | +2.6% | -2.1% | +0.2% |
| 30D | -1.0% | -16.4% | +15.4% | +0.7% |
| 3M | +3.9% | -41.6% | +45.4% | +9.1% |
| 6M | +14.5% | -3.7% | +18.2% | +12.7% |
| YTD | +12.9% | +29.3% | -16.4% | +6.8% |
| 1Y | +19.4% | +37.1% | -17.8% | +12.4% |
| All | +19.4% | +35.0% | -15.7% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling