+938.5%
IGV vs GAP
+35.1%
+903.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.1% |
| 7D | +2.3% | -1.9% | +4.2% | +2.8% |
| 30D | -6.0% | -7.1% | +1.1% | -4.7% |
| 3M | -4.8% | +4.1% | -8.9% | -6.3% |
| 6M | +14.2% | +1.9% | +12.3% | +12.0% |
| YTD | -4.2% | -15.2% | +11.0% | -3.2% |
| 1Y | -5.3% | -10.6% | +5.4% | -5.7% |
| 3Y | +38.8% | +74.6% | -35.8% | +9.6% |
| 5Y | +14.2% | +3.7% | +10.5% | -4.0% |
| 10Y | +357.6% | +2.4% | +355.1% | +221.0% |
| All | +938.5% | +35.1% | +903.4% | +285.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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