+73.5%
IVV vs GPC
+7.2%
+66.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | -0.6% | +0.4% | -0.9% | -0.7% |
| 30D | -3.7% | -1.8% | -1.8% | -3.3% |
| 3M | -2.7% | -6.6% | +3.9% | -1.2% |
| 6M | +2.2% | +21.3% | -19.1% | -3.9% |
| YTD | +10.9% | +4.3% | +6.6% | +7.5% |
| 1Y | +11.3% | +3.3% | +8.1% | +8.2% |
| 3Y | +76.9% | +0.8% | +76.1% | +65.7% |
| 5Y | +73.5% | +7.4% | +66.1% | +47.6% |
| All | +73.5% | +7.2% | +66.3% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling