+243.8%
GLW vs IGV
+13.6%
+230.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +2.6% | +6.6% | +8.2% |
| 7D | -5.9% | -0.4% | -5.5% | -5.5% |
| 30D | -26.0% | -9.9% | -16.0% | -22.6% |
| 3M | -29.9% | -1.2% | -28.7% | -29.9% |
| 6M | -37.8% | +11.3% | -49.1% | -41.4% |
| YTD | +33.1% | -4.0% | +37.1% | +33.6% |
| 1Y | +36.8% | -7.3% | +44.1% | +40.2% |
| 3Y | +356.1% | +42.8% | +313.3% | +275.3% |
| 5Y | +243.8% | +13.7% | +230.2% | +182.2% |
| All | +243.8% | +13.6% | +230.2% | +182.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling