+79.9%
IGV vs GGLL
+194.0%
-114.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -2.3% | +5.1% | -7.4% | -3.3% |
| 30D | -11.0% | -35.5% | +24.5% | -2.9% |
| 3M | -4.5% | -39.2% | +34.7% | +5.2% |
| 6M | +10.1% | -54.4% | +64.5% | +27.5% |
| YTD | -5.1% | -29.8% | +24.8% | -2.3% |
| 1Y | -10.2% | -20.4% | +10.2% | -11.1% |
| 3Y | +37.7% | +149.7% | -112.0% | -9.5% |
| All | +79.9% | +194.0% | -114.1% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling