+82.4%
IVV vs GTLB
-50.0%
+132.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.6% |
| 7D | +0.1% | -9.6% | +9.7% | +1.2% |
| 30D | -3.3% | -14.5% | +11.2% | -1.8% |
| 3M | -2.4% | +20.9% | -23.3% | -4.7% |
| 6M | +2.6% | +81.4% | -78.8% | -4.6% |
| YTD | +11.3% | +25.6% | -14.3% | +7.0% |
| 1Y | +13.4% | +3.4% | +10.0% | +11.3% |
| 3Y | +80.3% | +8.9% | +71.4% | +70.7% |
| 5Y | +72.7% | -64.0% | +136.7% | +62.2% |
| All | +82.4% | -50.0% | +132.4% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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