+916.1%
IGV vs GD
+1,412.1%
-496.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -3.3% |
| 7D | -8.3% | -3.9% | -4.4% | -6.6% |
| 30D | -10.9% | +8.1% | -19.0% | -14.4% |
| 3M | -2.3% | -6.8% | +4.5% | +0.7% |
| 6M | +12.2% | +3.0% | +9.2% | +9.7% |
| YTD | -6.3% | +7.8% | -14.1% | -10.9% |
| 1Y | -11.4% | +5.8% | -17.2% | -15.0% |
| 3Y | +41.5% | +55.3% | -13.8% | +11.1% |
| 5Y | +12.8% | +96.7% | -83.9% | -22.1% |
| 10Y | +354.7% | +195.4% | +159.3% | +143.4% |
| All | +916.1% | +1,412.1% | -496.0% | +174.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling