+37.3%
IVZ vs GPC
+7.9%
+29.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.3% | +4.4% | +5.7% |
| 7D | +4.1% | +0.8% | +3.3% | +3.8% |
| 30D | -2.0% | -1.1% | -1.0% | -1.7% |
| 3M | -7.8% | -6.6% | -1.2% | -5.2% |
| 6M | +6.3% | +22.2% | -15.9% | -5.6% |
| YTD | +12.6% | +5.1% | +7.5% | +6.1% |
| 1Y | +27.6% | +2.8% | +24.8% | +21.6% |
| 3Y | +154.0% | +2.4% | +151.7% | +128.1% |
| 5Y | +37.3% | +7.8% | +29.5% | +9.7% |
| All | +37.3% | +7.9% | +29.4% | +9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling