+33.6%
IVZ vs GAP
+3.6%
+30.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.2% |
| 7D | +5.1% | -5.2% | +10.3% | +6.7% |
| 30D | -1.6% | -6.9% | +5.4% | +0.5% |
| 3M | -9.1% | +5.7% | -14.8% | -11.0% |
| 6M | +1.8% | +0.9% | +0.9% | 0.0% |
| YTD | +10.8% | -14.5% | +25.3% | +13.3% |
| 1Y | +19.1% | -12.1% | +31.2% | +20.5% |
| 3Y | +144.4% | +72.2% | +72.3% | +85.2% |
| 5Y | +33.6% | +4.5% | +29.0% | -1.5% |
| All | +33.6% | +3.6% | +30.0% | -1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling