+42.4%
IVZ vs GAP
+7.3%
+35.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.2% |
| 7D | -2.8% | -9.3% | +6.6% | +0.6% |
| 30D | -2.2% | -5.5% | +3.3% | -0.3% |
| 3M | -8.1% | +3.5% | -11.6% | -9.8% |
| 6M | +3.8% | +0.7% | +3.1% | +1.6% |
| YTD | +11.5% | -13.4% | +24.8% | +13.6% |
| 1Y | +23.7% | -7.7% | +31.4% | +23.1% |
| 3Y | +145.8% | +74.4% | +71.4% | +74.8% |
| 5Y | +36.1% | +5.3% | +30.8% | +7.6% |
| 10Y | +42.4% | +4.7% | +37.8% | -15.3% |
| All | +42.4% | +7.3% | +35.1% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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