+95.5%
IVV vs GGLL
+184.7%
-89.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.5% | +0.1% | -3.7% |
| 7D | -4.8% | -1.3% | -3.5% | -4.6% |
| 30D | -5.9% | -36.3% | +30.3% | +0.4% |
| 3M | -4.5% | -42.7% | +38.2% | +3.4% |
| 6M | +1.8% | -53.1% | +54.9% | +12.8% |
| YTD | +8.4% | -32.1% | +40.5% | +11.2% |
| 1Y | +9.4% | -20.1% | +29.5% | +8.4% |
| 3Y | +75.3% | +151.7% | -76.4% | +29.1% |
| All | +95.5% | +184.7% | -89.2% | +37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling