+95.0%
IVZ vs GGLL
+188.6%
-93.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.3% |
| 7D | -2.4% | +3.1% | -5.5% | -3.0% |
| 30D | -11.2% | -36.3% | +25.1% | -3.2% |
| 3M | -14.0% | -40.4% | +26.4% | -5.1% |
| 6M | +0.5% | -54.6% | +55.1% | +16.3% |
| YTD | +5.4% | -31.1% | +36.6% | +9.1% |
| 1Y | +19.5% | -19.2% | +38.6% | +18.1% |
| 3Y | +128.7% | +151.5% | -22.8% | +53.1% |
| All | +95.0% | +188.6% | -93.6% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling