-7.5%
IGV vs GS
+21.8%
-29.3%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.6% | -2.7% | 0.0% |
| 7D | -7.5% | +0.3% | -7.8% | -7.5% |
| 30D | -5.6% | +3.9% | -9.5% | -6.5% |
| 3M | +1.5% | -11.4% | +13.0% | +4.3% |
| 6M | +17.1% | +3.7% | +13.4% | +14.5% |
| YTD | -2.0% | +7.1% | -9.1% | -5.7% |
| 1Y | -7.5% | +19.7% | -27.2% | -15.4% |
| All | -7.5% | +21.8% | -29.3% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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