+40.5%
IVZ vs GTLB
-49.8%
+90.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.4% | -2.2% | -1.1% |
| 7D | -2.8% | -9.6% | +6.9% | -1.0% |
| 30D | -2.2% | -15.5% | +13.4% | +0.7% |
| 3M | -8.1% | +12.4% | -20.5% | -10.4% |
| 6M | +3.8% | +84.6% | -80.8% | -8.5% |
| YTD | +11.5% | +26.1% | -14.6% | +4.4% |
| 1Y | +23.7% | +1.7% | +22.0% | +20.2% |
| 3Y | +145.8% | +6.1% | +139.7% | +127.8% |
| 5Y | +36.1% | -61.1% | +97.3% | +20.7% |
| All | +40.5% | -49.8% | +90.3% | +25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling