+312.0%
IVV vs GIS
-18.8%
+330.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | 0.0% |
| 7D | +3.3% | -8.1% | +11.4% | +4.7% |
| 30D | -2.7% | +5.3% | -8.0% | -3.7% |
| 3M | -1.7% | -10.5% | +8.8% | -0.2% |
| 6M | +3.2% | +1.8% | +1.3% | +2.0% |
| YTD | +12.0% | -22.9% | +34.9% | +16.4% |
| 1Y | +12.1% | -22.9% | +35.0% | +16.4% |
| 3Y | +78.6% | -40.5% | +119.1% | +93.5% |
| 5Y | +73.8% | -34.9% | +108.7% | +81.3% |
| All | +312.0% | -18.8% | +330.9% | +292.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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