+65.4%
IVZ vs GPC
+80.7%
-15.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +0.4% |
| 7D | +0.6% | +1.2% | -0.6% | -0.2% |
| 30D | +4.0% | +6.0% | -2.0% | -0.1% |
| 3M | +18.2% | +42.6% | -24.4% | -9.4% |
| 6M | +32.8% | +22.8% | +10.1% | +12.3% |
| YTD | +28.7% | +15.5% | +13.3% | +11.6% |
| 1Y | +55.4% | +2.0% | +53.3% | +46.8% |
| 3Y | +135.2% | -1.4% | +136.6% | +114.6% |
| 5Y | +64.2% | +30.6% | +33.6% | +16.7% |
| All | +65.4% | +80.7% | -15.4% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling