+21.5%
IGV vs GTLB
-50.0%
+71.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.4% | +3.6% | -0.5% |
| 7D | -3.3% | +4.6% | -7.9% | -4.6% |
| 30D | 0.0% | +21.0% | -21.0% | -5.0% |
| 3M | +7.3% | +51.7% | -44.4% | -3.8% |
| 6M | +16.7% | +89.3% | -72.6% | -1.5% |
| YTD | -2.8% | +25.6% | -28.5% | -10.1% |
| 1Y | -6.7% | -1.5% | -5.1% | -9.3% |
| 3Y | +41.1% | -9.9% | +51.1% | +33.2% |
| All | +21.5% | -50.0% | +71.5% | +13.3% |
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