+95.0%
IVZ vs GGLL
+184.7%
-89.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.5% | -3.5% | -7.0% |
| 7D | -6.7% | -1.3% | -5.4% | -6.3% |
| 30D | -10.9% | -36.3% | +25.4% | -2.8% |
| 3M | -14.8% | -42.7% | +27.8% | -5.3% |
| 6M | +2.4% | -53.1% | +55.5% | +17.6% |
| YTD | +5.4% | -32.1% | +37.5% | +9.4% |
| 1Y | +19.6% | -20.1% | +39.6% | +18.4% |
| 3Y | +122.4% | +151.7% | -29.3% | +48.6% |
| All | +95.0% | +184.7% | -89.6% | +19.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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