+35.9%
IVZ vs GTLB
-62.5%
+98.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.4% |
| 7D | +6.8% | -0.7% | +7.5% | +6.9% |
| 30D | +3.5% | -10.2% | +13.8% | +5.6% |
| 3M | -10.0% | +10.1% | -20.1% | -12.0% |
| 6M | +4.5% | +116.5% | -112.0% | -10.8% |
| YTD | +12.6% | +27.2% | -14.6% | +5.1% |
| 1Y | +24.4% | +8.6% | +15.9% | +19.4% |
| 3Y | +150.6% | +5.6% | +145.0% | +131.7% |
| All | +35.9% | -62.5% | +98.5% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling