+14.8%
IGV vs GH
+45.9%
-31.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.8% | +0.1% |
| 7D | +2.3% | +0.6% | +1.8% | +2.2% |
| 30D | -6.0% | -6.9% | +0.9% | -4.8% |
| 3M | -4.8% | -4.9% | +0.1% | -4.3% |
| 6M | +14.2% | +54.1% | -39.8% | +3.7% |
| YTD | -4.2% | +48.5% | -52.8% | -13.0% |
| 1Y | -5.3% | +61.2% | -66.4% | -15.4% |
| 3Y | +38.8% | +570.3% | -531.6% | -14.9% |
| All | +14.8% | +45.9% | -31.1% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling