+1,125.6%
GLW vs IGV
+927.4%
+198.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IGV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -2.4% |
| 7D | -11.1% | -2.3% | -8.8% | -9.1% |
| 30D | -28.4% | -11.0% | -17.5% | -21.2% |
| 3M | -28.8% | -4.5% | -24.3% | -27.3% |
| 6M | -39.8% | +10.1% | -49.9% | -46.4% |
| YTD | +28.7% | -5.1% | +33.8% | +25.1% |
| 1Y | +27.7% | -10.2% | +37.9% | +30.3% |
| 3Y | +331.3% | +37.7% | +293.6% | +197.4% |
| 5Y | +233.4% | +15.7% | +217.8% | +150.8% |
| 10Y | +521.8% | +357.1% | +164.7% | +20.9% |
| All | +1,125.6% | +927.4% | +198.2% | +1.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling