+317.1%
IVV vs GPN
+28.5%
+288.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.8% |
| 7D | -0.8% | -4.3% | +3.5% | +0.7% |
| 30D | -1.1% | 0.0% | -1.1% | -1.3% |
| 3M | +3.9% | +35.8% | -31.9% | -7.3% |
| 6M | +13.6% | +22.0% | -8.4% | +4.5% |
| YTD | +12.7% | +15.2% | -2.5% | +4.8% |
| 1Y | +17.6% | +3.5% | +14.1% | +13.1% |
| 3Y | +77.3% | -26.9% | +104.2% | +87.6% |
| 5Y | +84.1% | -44.2% | +128.3% | +109.8% |
| All | +317.1% | +28.5% | +288.6% | +266.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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