+43.9%
IGV vs GS
+239.2%
-195.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.3% |
| 7D | -4.5% | +0.9% | -5.4% | -4.9% |
| 30D | +3.2% | -1.6% | +4.8% | +3.9% |
| 3M | +4.5% | -4.5% | +9.0% | +5.9% |
| 6M | +22.1% | +20.9% | +1.2% | +10.2% |
| YTD | -1.0% | +19.9% | -20.9% | -10.7% |
| 1Y | -2.1% | +41.4% | -43.5% | -19.1% |
| All | +43.9% | +239.2% | -195.3% | -18.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling