+363.6%
IGV vs GD
+165.7%
+197.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.3% | +2.7% | -0.3% | +1.2% |
| 30D | -6.0% | +8.6% | -14.6% | -9.4% |
| 3M | -4.8% | -7.1% | +2.3% | -2.1% |
| 6M | +14.2% | +7.5% | +6.8% | +10.0% |
| YTD | -4.2% | +9.9% | -14.2% | -9.1% |
| 1Y | -5.3% | +7.6% | -12.8% | -9.3% |
| 3Y | +38.8% | +56.2% | -17.4% | +11.2% |
| 5Y | +14.2% | +100.6% | -86.4% | -19.1% |
| All | +363.6% | +165.7% | +197.9% | +198.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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