+161.5%
IGV vs GH
+480.1%
-318.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.6% | -1.8% |
| 7D | -3.3% | -2.1% | -1.2% | -2.9% |
| 30D | 0.0% | -4.5% | +4.4% | +0.7% |
| 3M | +7.3% | +28.9% | -21.5% | +1.6% |
| 6M | +16.7% | +76.5% | -59.8% | +3.2% |
| YTD | -2.8% | +57.6% | -60.5% | -12.4% |
| 1Y | -6.7% | +167.5% | -174.2% | -25.2% |
| 3Y | +41.1% | +377.4% | -336.3% | -6.0% |
| 5Y | +22.0% | +23.8% | -1.8% | -1.8% |
| All | +161.5% | +480.1% | -318.6% | +59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling