+19.8%
IGV vs GTLB
-49.4%
+69.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.2% | -0.5% |
| 7D | +2.3% | -0.7% | +3.1% | +2.5% |
| 30D | -6.0% | -10.2% | +4.2% | -3.4% |
| 3M | -4.8% | +10.1% | -14.9% | -7.4% |
| 6M | +14.2% | +116.5% | -102.2% | -6.4% |
| YTD | -4.2% | +27.2% | -31.4% | -11.8% |
| 1Y | -5.3% | +8.6% | -13.8% | -9.8% |
| 3Y | +38.8% | +5.6% | +33.2% | +26.5% |
| 5Y | +14.2% | -61.8% | +76.0% | +6.9% |
| All | +19.8% | -49.4% | +69.1% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 all: compounded portfolio wealth divided by compounded GTLB 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…
all analysis · Full analysis span regression · 6 months rolling