-9.5%
IGV vs GD
+5.1%
-14.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | -5.2% | -5.0% | -0.2% | -4.5% |
| 30D | -10.0% | +8.9% | -18.9% | -11.5% |
| 3M | -0.5% | -8.0% | +7.5% | +1.0% |
| 6M | +12.6% | +2.9% | +9.7% | +11.9% |
| YTD | -6.4% | +7.1% | -13.5% | -7.2% |
| 1Y | -9.5% | +5.9% | -15.5% | -9.7% |
| All | -9.5% | +5.1% | -14.6% | -9.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling