+138.2%
IVZ vs GGLL
+328.7%
-190.5%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.6% |
| 7D | +0.6% | -4.8% | +5.4% | +1.7% |
| 30D | +4.0% | -13.7% | +17.7% | +7.4% |
| 3M | +18.2% | -21.9% | +40.0% | +23.4% |
| 6M | +32.8% | +11.7% | +21.2% | +25.7% |
| YTD | +28.7% | +2.3% | +26.5% | +24.0% |
| 1Y | +55.4% | +76.2% | -20.8% | +29.1% |
| 3Y | +135.2% | +245.0% | -109.8% | +49.7% |
| All | +138.2% | +328.7% | -190.5% | +35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling