+19.6%
IVZ vs GGLL
-16.9%
+36.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -4.5% | -3.5% | -7.3% |
| 7D | -6.7% | -1.3% | -5.4% | -6.4% |
| 30D | -10.9% | -36.3% | +25.4% | -5.5% |
| 3M | -14.8% | -42.7% | +27.8% | -8.3% |
| 6M | +2.4% | -53.1% | +55.5% | +13.2% |
| YTD | +5.4% | -32.1% | +37.5% | +6.9% |
| 1Y | +19.6% | -20.1% | +39.6% | +19.9% |
| All | +19.6% | -16.9% | +36.5% | +19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling