+738.6%
IVV vs GIS
+330.9%
+407.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.1% |
| 7D | -2.7% | +3.6% | -6.3% | -3.8% |
| 30D | -5.4% | +13.9% | -19.3% | -9.5% |
| 3M | -4.1% | +0.3% | -4.4% | -4.9% |
| 6M | +0.7% | +5.0% | -4.2% | -2.3% |
| YTD | +8.7% | -18.4% | +27.1% | +14.1% |
| 1Y | +11.0% | -17.4% | +28.4% | +15.8% |
| 3Y | +75.4% | -36.9% | +112.4% | +96.9% |
| 5Y | +68.3% | -30.4% | +98.7% | +78.2% |
| 10Y | +315.5% | -13.6% | +329.2% | +285.5% |
| All | +738.6% | +330.9% | +407.8% | +338.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling