+562.0%
GLW vs IGV
+366.7%
+195.3%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +1.9% | +5.5% | +6.4% |
| 7D | +1.4% | -1.3% | +2.7% | +2.6% |
| 30D | -18.2% | -8.1% | -10.1% | -14.0% |
| 3M | -24.2% | -1.6% | -22.6% | -24.1% |
| 6M | -41.7% | +12.7% | -54.5% | -46.8% |
| YTD | +38.3% | -3.3% | +41.6% | +36.1% |
| 1Y | +38.2% | -7.9% | +46.1% | +40.6% |
| 3Y | +363.4% | +40.3% | +323.0% | +254.7% |
| 5Y | +254.6% | +17.3% | +237.3% | +198.4% |
| 10Y | +562.0% | +362.3% | +199.7% | +82.2% |
| All | +562.0% | +366.7% | +195.3% | +82.2% |
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