+806.8%
IVV vs GPN
+2,600.4%
-1,793.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.2% | -4.6% | -1.7% |
| 7D | +2.6% | -5.6% | +8.2% | +4.0% |
| 30D | -2.0% | +13.6% | -15.6% | -6.7% |
| 3M | -2.8% | -2.8% | 0.0% | -3.0% |
| 6M | +2.2% | +38.1% | -35.9% | -9.7% |
| YTD | +11.5% | +19.9% | -8.4% | +1.8% |
| 1Y | +13.5% | +23.4% | -9.9% | +2.5% |
| 3Y | +78.1% | -12.6% | +90.7% | +74.0% |
| 5Y | +73.1% | -26.6% | +99.7% | +74.3% |
| 10Y | +310.4% | +40.4% | +270.0% | +228.7% |
| All | +806.8% | +2,600.4% | -1,793.6% | +247.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling