+363.6%
IGV vs GRMN
+628.7%
-265.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.2% |
| 7D | +2.3% | -0.9% | +3.2% | +2.7% |
| 30D | -6.0% | +1.2% | -7.2% | -6.8% |
| 3M | -4.8% | -8.9% | +4.1% | -1.2% |
| 6M | +14.2% | +23.0% | -8.8% | +2.2% |
| YTD | -4.2% | +41.2% | -45.5% | -20.7% |
| 1Y | -5.3% | +47.5% | -52.8% | -23.2% |
| 3Y | +38.8% | +155.8% | -117.0% | -21.7% |
| 5Y | +14.2% | +120.2% | -106.0% | -31.5% |
| All | +363.6% | +628.7% | -265.1% | +63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 10y: compounded portfolio wealth divided by compounded GRMN 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…
10y analysis · Full analysis span regression · 6 months rolling