+49.0%
IVZ vs GPC
+85.6%
-36.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.9% |
| 7D | -2.4% | +1.6% | -4.0% | -3.4% |
| 30D | -11.2% | -2.1% | -9.1% | -10.3% |
| 3M | -14.0% | -6.8% | -7.2% | -10.5% |
| 6M | +0.5% | +18.6% | -18.1% | -13.4% |
| YTD | +5.4% | +2.7% | +2.8% | -1.8% |
| 1Y | +19.5% | +1.8% | +17.7% | +11.7% |
| 3Y | +128.7% | +1.1% | +127.6% | +101.3% |
| 5Y | +28.8% | +4.1% | +24.7% | +8.0% |
| All | +49.0% | +85.6% | -36.6% | -26.0% |
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