-7.5%
IGV vs GM
+37.1%
-44.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.6% | -3.8% | +0.4% |
| 7D | -7.5% | +12.1% | -19.5% | -8.6% |
| 30D | -5.6% | +15.2% | -20.8% | -7.2% |
| 3M | +1.5% | +4.9% | -3.4% | +1.0% |
| 6M | +17.1% | +22.6% | -5.5% | +14.6% |
| YTD | -2.0% | +14.4% | -16.4% | -3.6% |
| 1Y | -7.5% | +39.4% | -46.9% | -14.7% |
| All | -7.5% | +37.1% | -44.6% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 1y: compounded portfolio wealth divided by compounded GM 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…
1y analysis · Full analysis span regression · 6 months rolling