+354.8%
IGV vs GS
+502.4%
-147.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.1% | +0.6% |
| 7D | -0.4% | +0.8% | -1.3% | -0.8% |
| 30D | -9.9% | +1.2% | -11.2% | -10.5% |
| 3M | -1.2% | -12.4% | +11.2% | +4.3% |
| 6M | +11.3% | -2.3% | +13.7% | +11.0% |
| YTD | -4.0% | +4.6% | -8.6% | -8.0% |
| 1Y | -7.3% | +17.5% | -24.8% | -15.9% |
| 3Y | +42.8% | +202.0% | -159.3% | -16.3% |
| 5Y | +13.7% | +152.4% | -138.7% | -29.1% |
| 10Y | +354.8% | +478.5% | -123.7% | +114.9% |
| All | +354.8% | +502.4% | -147.6% | +114.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling