+77.3%
IGV vs GGLL
+188.6%
-111.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | -5.2% | +3.1% | -8.3% | -5.8% |
| 30D | -10.0% | -36.3% | +26.4% | -1.5% |
| 3M | -0.5% | -40.4% | +39.8% | +10.0% |
| 6M | +12.6% | -54.6% | +67.2% | +30.6% |
| YTD | -6.4% | -31.1% | +24.7% | -3.3% |
| 1Y | -9.5% | -19.2% | +9.7% | -10.9% |
| 3Y | +41.7% | +151.5% | -109.8% | -7.3% |
| All | +77.3% | +188.6% | -111.3% | +6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling