-7.5%
IGV vs GFI
+6.9%
-14.5%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.3% | -5.5% | +0.3% |
| 7D | -7.5% | +1.4% | -8.9% | -7.6% |
| 30D | -5.6% | +3.0% | -8.6% | -5.9% |
| 3M | +1.5% | +10.2% | -8.7% | +0.4% |
| 6M | +17.1% | -10.1% | +27.2% | +17.1% |
| YTD | -2.0% | -11.4% | +9.4% | -4.1% |
| 1Y | -7.5% | +8.4% | -15.9% | -13.3% |
| All | -7.5% | +6.9% | -14.5% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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