+16.6%
IGV vs GFS
0.0%
+16.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.2% | -1.8% | -0.2% |
| 7D | -2.9% | +3.8% | -6.8% | -3.8% |
| 30D | -1.5% | -11.7% | +10.2% | +1.4% |
| 3M | +11.7% | -41.8% | +53.4% | +25.9% |
| 6M | +18.4% | +6.6% | +11.8% | +10.0% |
| YTD | -3.9% | +34.6% | -38.6% | -18.3% |
| 1Y | -9.7% | +46.2% | -55.8% | -25.6% |
| 3Y | +38.4% | -20.3% | +58.8% | +32.0% |
| All | +16.6% | 0.0% | +16.5% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling