+102.0%
IVV vs GGLL
+217.5%
-115.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.5% | -3.8% | -0.9% |
| 7D | +3.3% | +11.5% | -8.2% | +1.5% |
| 30D | -2.7% | -31.2% | +28.6% | +2.6% |
| 3M | -1.7% | -28.7% | +27.0% | +2.7% |
| 6M | +3.2% | -47.2% | +50.3% | +12.2% |
| YTD | +12.0% | -24.3% | +36.2% | +12.9% |
| 1Y | +12.1% | -12.0% | +24.1% | +9.4% |
| 3Y | +78.6% | +169.6% | -91.0% | +30.5% |
| All | +102.0% | +217.5% | -115.4% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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