+12.5%
IVV vs GFS
+24.3%
-11.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +0.7% |
| 7D | -0.9% | +6.2% | -7.1% | -1.6% |
| 30D | -2.3% | -11.4% | +9.0% | -1.4% |
| 3M | -1.2% | -15.5% | +14.3% | +0.1% |
| 6M | +3.3% | -42.6% | +45.9% | +7.9% |
| YTD | +12.3% | +23.2% | -10.9% | +6.3% |
| 1Y | +12.5% | +23.6% | -11.1% | +5.9% |
| All | +12.5% | +24.3% | -11.8% | +5.9% |
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