+38.9%
IGV vs GFS
-21.4%
+60.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.1% |
| 7D | -1.5% | +4.5% | -6.0% | -2.3% |
| 30D | -3.0% | -8.2% | +5.2% | -1.7% |
| 3M | +9.6% | -38.9% | +48.4% | +18.1% |
| 6M | +16.1% | -2.9% | +19.0% | +10.8% |
| YTD | -3.6% | +31.8% | -35.4% | -16.4% |
| 1Y | -7.8% | +43.1% | -51.0% | -22.2% |
| All | +38.9% | -21.4% | +60.3% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 3y: compounded portfolio wealth divided by compounded GFS 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…
3y analysis · Full analysis span regression · 6 months rolling