+16.2%
IGV vs GFS
-11.4%
+27.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.4% | +0.4% |
| 7D | +2.3% | +7.4% | -5.0% | +0.6% |
| 30D | -6.0% | -15.3% | +9.3% | -2.6% |
| 3M | -4.8% | -21.1% | +16.3% | -0.2% |
| 6M | +14.2% | -44.5% | +58.7% | +27.4% |
| YTD | -4.2% | +19.2% | -23.5% | -16.9% |
| 1Y | -5.3% | +27.2% | -32.5% | -19.6% |
| 3Y | +38.8% | -20.1% | +58.9% | +29.8% |
| 5Y | +14.2% | -25.6% | +39.8% | +4.5% |
| All | +16.2% | -11.4% | +27.6% | +5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling