+150.2%
IVZ vs GGLL
+152.2%
-2.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +2.2% | +5.1% | -2.9% | +1.3% |
| 30D | -2.2% | -35.5% | +33.3% | +5.1% |
| 3M | -8.4% | -39.2% | +30.7% | -0.8% |
| 6M | +6.2% | -54.4% | +60.5% | +20.2% |
| YTD | +12.4% | -29.8% | +42.2% | +15.4% |
| 1Y | +26.0% | -20.4% | +46.4% | +25.6% |
| All | +150.2% | +152.2% | -2.0% | +100.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling