+75.4%
IVV vs GTLB
+12.7%
+62.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.2% | +0.5% |
| 7D | -2.7% | -11.1% | +8.4% | -1.5% |
| 30D | -5.4% | -7.5% | +2.1% | -4.7% |
| 3M | -4.1% | +34.8% | -38.8% | -7.2% |
| 6M | +0.7% | +98.0% | -97.3% | -7.0% |
| YTD | +8.7% | +28.1% | -19.4% | +5.1% |
| 1Y | +11.0% | +5.6% | +5.4% | +9.7% |
| 3Y | +75.4% | +15.9% | +59.5% | +68.9% |
| All | +75.4% | +12.7% | +62.7% | +68.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling