+312.0%
IVV vs GPN
+34.3%
+277.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -12.0% | +11.7% | +3.6% |
| 7D | +3.3% | -7.1% | +10.5% | +5.4% |
| 30D | -2.7% | +7.7% | -10.4% | -6.0% |
| 3M | -1.7% | -0.1% | -1.6% | -3.0% |
| 6M | +3.2% | +29.4% | -26.2% | -7.7% |
| YTD | +12.0% | +15.1% | -3.1% | +3.0% |
| 1Y | +12.1% | +15.4% | -3.3% | +2.8% |
| 3Y | +78.6% | -16.5% | +95.2% | +77.3% |
| 5Y | +73.8% | -29.6% | +103.4% | +78.2% |
| All | +312.0% | +34.3% | +277.8% | +254.7% |
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