+157.8%
IGV vs GH
+473.1%
-315.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.2% |
| 7D | -5.4% | -1.2% | -4.1% | -5.2% |
| 30D | -2.6% | -3.7% | +1.1% | -2.1% |
| 3M | +10.5% | +21.7% | -11.2% | +5.8% |
| 6M | +18.2% | +75.7% | -57.6% | +4.5% |
| YTD | -4.2% | +55.7% | -59.9% | -13.5% |
| 1Y | -9.8% | +181.1% | -190.9% | -28.4% |
| 3Y | +39.1% | +371.6% | -332.5% | -7.2% |
| 5Y | +21.2% | +23.2% | -2.0% | -2.4% |
| All | +157.8% | +473.1% | -315.3% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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