+953.6%
IGV vs GIS
+282.6%
+671.0%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.3% | -1.4% |
| 7D | -3.3% | -8.3% | +5.0% | -0.9% |
| 30D | 0.0% | +2.2% | -2.2% | -0.7% |
| 3M | +7.3% | +15.7% | -8.3% | +2.5% |
| 6M | +16.7% | -12.0% | +28.7% | +20.4% |
| YTD | -2.8% | -15.0% | +12.1% | +0.8% |
| 1Y | -6.7% | -20.1% | +13.4% | -1.6% |
| 3Y | +41.1% | -34.6% | +75.7% | +54.7% |
| 5Y | +22.0% | -22.8% | +44.8% | +22.2% |
| 10Y | +357.9% | -18.5% | +376.4% | +331.3% |
| All | +953.6% | +282.6% | +671.0% | +390.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling