+867.9%
GLW vs IGV
+356.9%
+511.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.0% |
| 7D | +16.9% | -1.5% | +18.4% | +17.6% |
| 30D | +7.0% | -3.0% | +10.0% | +7.9% |
| 3M | -3.0% | +9.6% | -12.5% | -9.1% |
| 6M | +31.0% | +16.1% | +14.9% | +16.2% |
| YTD | +93.4% | -3.6% | +97.0% | +90.7% |
| 1Y | +134.7% | -7.8% | +142.6% | +138.6% |
| 3Y | +471.8% | +40.0% | +431.8% | +337.2% |
| 5Y | +394.5% | +21.2% | +373.2% | +304.4% |
| 10Y | +867.9% | +364.4% | +503.5% | +171.1% |
| All | +867.9% | +356.9% | +511.0% | +171.1% |
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