+38.4%
IGV vs GIS
-37.5%
+75.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -2.9% | -6.4% | +3.5% | -3.5% |
| 30D | -1.5% | -6.1% | +4.6% | -2.0% |
| 3M | +11.7% | +7.8% | +3.8% | +13.3% |
| 6M | +18.4% | -8.8% | +27.2% | +16.9% |
| YTD | -3.9% | -19.1% | +15.2% | -6.9% |
| 1Y | -9.7% | -24.8% | +15.1% | -13.4% |
| 3Y | +38.4% | -37.6% | +76.0% | +30.7% |
| All | +38.4% | -37.5% | +75.9% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 3y: compounded portfolio wealth divided by compounded GIS 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…
3y analysis · Full analysis span regression · 6 months rolling