+213.3%
GLD vs IGV
+355.8%
-142.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.6% |
| 7D | +0.7% | -3.3% | +4.1% | +1.0% |
| 30D | +0.3% | 0.0% | +0.3% | +0.3% |
| 3M | +0.6% | +7.3% | -6.7% | +0.1% |
| 6M | -15.6% | +16.7% | -32.3% | -16.4% |
| YTD | +0.9% | -2.8% | +3.7% | +0.8% |
| 1Y | +19.4% | -6.7% | +26.1% | +19.5% |
| 3Y | +124.5% | +41.1% | +83.3% | +118.8% |
| 5Y | +138.9% | +22.0% | +116.9% | +132.9% |
| 10Y | +213.3% | +357.9% | -144.7% | +197.6% |
| All | +213.3% | +355.8% | -142.6% | +197.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 10y: compounded portfolio wealth divided by compounded IGV 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…
10y analysis · Full analysis span regression · 6 months rolling