+75.4%
IVV vs GFS
-27.1%
+102.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | -0.7% |
| 7D | -2.7% | -7.8% | +5.1% | -1.5% |
| 30D | -5.4% | -19.7% | +14.3% | -2.3% |
| 3M | -4.1% | -23.1% | +19.1% | -0.6% |
| 6M | +0.7% | -46.4% | +47.1% | +9.5% |
| YTD | +8.7% | +11.0% | -2.3% | +1.0% |
| 1Y | +11.0% | +12.6% | -1.7% | +2.6% |
| 3Y | +75.4% | -24.9% | +100.4% | +68.2% |
| All | +75.4% | -27.1% | +102.5% | +68.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling