+62.8%
IVZ vs GFI
+521.0%
-458.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | +1.1% | +5.7% | -4.6% | +0.5% |
| 30D | +3.1% | +15.6% | -12.5% | +1.3% |
| 3M | +18.2% | +31.5% | -13.4% | +14.1% |
| 6M | +38.6% | -3.7% | +42.3% | +37.8% |
| YTD | +25.9% | +11.2% | +14.7% | +22.8% |
| 1Y | +51.7% | +36.4% | +15.3% | +44.3% |
| 3Y | +138.7% | +313.5% | -174.9% | +97.1% |
| 5Y | +62.8% | +528.0% | -465.2% | +27.6% |
| All | +62.8% | +521.0% | -458.2% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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