+776.1%
IVV vs GPC
+1,206.3%
-430.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.6% |
| 7D | +0.1% | +0.4% | -0.3% | -0.1% |
| 30D | +0.1% | +5.1% | -5.1% | -2.4% |
| 3M | +2.0% | +41.5% | -39.5% | -14.7% |
| 6M | +13.0% | +21.8% | -8.8% | +1.0% |
| YTD | +13.6% | +14.6% | -1.0% | +3.2% |
| 1Y | +20.1% | +1.3% | +18.8% | +15.6% |
| 3Y | +77.6% | -1.4% | +79.0% | +64.9% |
| 5Y | +82.5% | +30.6% | +51.9% | +43.3% |
| 10Y | +316.5% | +80.6% | +235.9% | +153.2% |
| All | +776.1% | +1,206.3% | -430.2% | +74.7% |
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 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