+140.3%
IVZ vs GGLL
+245.5%
-105.2%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.6% |
| 7D | +0.6% | -4.8% | +5.4% | +1.6% |
| 30D | +4.0% | -13.7% | +17.7% | +6.9% |
| 3M | +18.2% | -21.9% | +40.0% | +22.7% |
| 6M | +32.8% | +11.7% | +21.2% | +26.7% |
| YTD | +28.7% | +2.3% | +26.5% | +24.7% |
| 1Y | +55.4% | +76.2% | -20.8% | +32.7% |
| All | +140.3% | +245.5% | -105.2% | +69.3% |
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