+343.2%
IGV vs GD
+178.9%
+164.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | -5.2% | -5.0% | -0.2% | -3.2% |
| 30D | -10.0% | +8.9% | -18.9% | -13.4% |
| 3M | -0.5% | -8.0% | +7.5% | +2.8% |
| 6M | +12.6% | +2.9% | +9.7% | +10.5% |
| YTD | -6.4% | +7.1% | -13.5% | -10.2% |
| 1Y | -9.5% | +5.9% | -15.5% | -12.8% |
| 3Y | +41.7% | +53.9% | -12.2% | +14.3% |
| 5Y | +12.7% | +95.4% | -82.8% | -19.1% |
| All | +343.2% | +178.9% | +164.4% | +199.7% |
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