+30.7%
IVZ vs GTLB
+6.1%
+24.6%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.2% |
| 7D | +2.6% | -9.7% | +12.3% | +3.5% |
| 30D | -3.5% | +1.7% | -5.2% | -3.6% |
| 3M | -7.4% | +43.6% | -50.9% | -10.0% |
| 6M | +14.7% | +113.0% | -98.3% | +7.1% |
| YTD | +14.6% | +39.5% | -24.9% | +13.0% |
| 1Y | +30.7% | +12.6% | +18.1% | +30.9% |
| All | +30.7% | +6.1% | +24.6% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling