+78.1%
IVV vs GPN
-12.5%
+90.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.1% |
| 7D | +2.6% | -5.6% | +8.2% | +3.4% |
| 30D | -2.0% | +13.6% | -15.6% | -4.8% |
| 3M | -2.8% | -2.8% | 0.0% | -2.7% |
| 6M | +2.2% | +38.1% | -35.9% | -5.3% |
| YTD | +11.5% | +19.9% | -8.4% | +5.9% |
| 1Y | +13.5% | +23.4% | -9.9% | +6.9% |
| 3Y | +78.1% | -12.6% | +90.7% | +78.0% |
| All | +78.1% | -12.5% | +90.6% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling