+354.8%
IGV vs GD
+185.2%
+169.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.3% | +0.3% | +1.7% |
| 7D | -0.4% | -3.0% | +2.6% | +0.9% |
| 30D | -9.9% | +9.3% | -19.2% | -13.4% |
| 3M | -1.2% | -7.2% | +6.0% | +1.7% |
| 6M | +11.3% | +5.5% | +5.9% | +8.1% |
| YTD | -4.0% | +9.5% | -13.5% | -8.7% |
| 1Y | -7.3% | +6.4% | -13.7% | -10.8% |
| 3Y | +42.8% | +59.8% | -17.1% | +13.3% |
| 5Y | +13.7% | +98.0% | -84.3% | -18.8% |
| 10Y | +354.8% | +177.4% | +177.4% | +204.7% |
| All | +354.8% | +185.2% | +169.6% | +204.7% |
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