+306.5%
IVV vs GPC
+85.6%
+220.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.8% |
| 7D | -2.7% | +1.6% | -4.3% | -3.2% |
| 30D | -5.4% | -2.1% | -3.3% | -4.9% |
| 3M | -4.1% | -6.8% | +2.7% | -2.0% |
| 6M | +0.7% | +18.6% | -17.9% | -6.5% |
| YTD | +8.7% | +2.7% | +6.1% | +5.1% |
| 1Y | +11.0% | +1.8% | +9.2% | +7.4% |
| 3Y | +75.4% | +1.1% | +74.4% | +63.8% |
| 5Y | +68.3% | +4.1% | +64.3% | +52.7% |
| All | +306.5% | +85.6% | +220.9% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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