+886.2%
IVZ vs GPC
+1,220.8%
-334.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -1.6% | -6.5% | -6.8% |
| 7D | -6.7% | +1.7% | -8.4% | -7.8% |
| 30D | -10.9% | -2.3% | -8.6% | -9.6% |
| 3M | -14.8% | -4.5% | -10.3% | -12.4% |
| 6M | +2.4% | +21.6% | -19.2% | -16.0% |
| YTD | +5.4% | +4.0% | +1.4% | -4.4% |
| 1Y | +19.6% | +3.5% | +16.1% | +8.5% |
| 3Y | +122.4% | +2.1% | +120.3% | +89.8% |
| 5Y | +28.8% | +5.5% | +23.3% | +4.4% |
| 10Y | +52.3% | +90.7% | -38.4% | -29.8% |
| All | +886.2% | +1,220.8% | -334.6% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling