+194.3%
IVV vs GH
+472.2%
-277.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.2% | -2.9% | +1.8% |
| 7D | +0.1% | -7.0% | +7.1% | +0.9% |
| 30D | -3.3% | -5.2% | +1.9% | -2.8% |
| 3M | -2.4% | -5.8% | +3.4% | -2.0% |
| 6M | +2.6% | +65.9% | -63.3% | -3.9% |
| YTD | +11.3% | +55.5% | -44.2% | +4.4% |
| 1Y | +13.4% | +64.2% | -50.7% | +5.7% |
| 3Y | +80.3% | +606.0% | -525.8% | +34.8% |
| 5Y | +72.7% | +47.3% | +25.4% | +47.5% |
| All | +194.3% | +472.2% | -277.9% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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