+521.8%
GLW vs IGV
+347.2%
+174.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.7% |
| 7D | -11.1% | -2.3% | -8.8% | -9.7% |
| 30D | -28.4% | -11.0% | -17.5% | -23.4% |
| 3M | -28.8% | -4.5% | -24.3% | -27.6% |
| 6M | -39.8% | +10.1% | -49.9% | -44.3% |
| YTD | +28.7% | -5.1% | +33.8% | +27.9% |
| 1Y | +27.7% | -10.2% | +37.9% | +31.8% |
| 3Y | +331.3% | +37.7% | +293.6% | +233.5% |
| 5Y | +233.4% | +15.7% | +217.8% | +182.4% |
| 10Y | +521.8% | +357.1% | +164.7% | +72.0% |
| All | +521.8% | +347.2% | +174.6% | +72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IGV.
Daily Out/Under-Performance
Portfolio return minus IGV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IGV 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 IGV 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