+735.8%
IVV vs GPC
+1,077.3%
-341.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.9% | -3.7% |
| 7D | -4.8% | +1.7% | -6.4% | -5.5% |
| 30D | -5.9% | -2.3% | -3.6% | -5.2% |
| 3M | -4.5% | -4.5% | 0.0% | -2.9% |
| 6M | +1.8% | +21.6% | -19.7% | -9.0% |
| YTD | +8.4% | +4.0% | +4.3% | +2.6% |
| 1Y | +9.4% | +3.5% | +5.9% | +3.7% |
| 3Y | +75.3% | +2.1% | +73.1% | +59.1% |
| 5Y | +67.8% | +5.5% | +62.3% | +46.5% |
| 10Y | +314.2% | +90.7% | +223.4% | +140.1% |
| All | +735.8% | +1,077.3% | -341.4% | +74.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling