+75.4%
IVV vs GPC
+1.0%
+74.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.7% | +0.5% |
| 7D | -2.7% | +1.6% | -4.3% | -2.9% |
| 30D | -5.4% | -2.1% | -3.3% | -5.2% |
| 3M | -4.1% | -6.8% | +2.7% | -3.2% |
| 6M | +0.7% | +18.6% | -17.9% | -2.5% |
| YTD | +8.7% | +2.7% | +6.1% | +6.9% |
| 1Y | +11.0% | +1.8% | +9.2% | +9.2% |
| 3Y | +75.4% | +1.1% | +74.4% | +66.7% |
| All | +75.4% | +1.0% | +74.5% | +66.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling