+357.1%
IGV vs GPC
+85.0%
+272.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -2.3% | +0.4% | -2.6% | -2.4% |
| 30D | -11.0% | -1.8% | -9.1% | -10.7% |
| 3M | -4.5% | -6.6% | +2.1% | -2.8% |
| 6M | +10.1% | +21.3% | -11.2% | +2.5% |
| YTD | -5.1% | +4.3% | -9.3% | -8.2% |
| 1Y | -10.2% | +3.3% | -13.5% | -13.0% |
| 3Y | +37.7% | +0.8% | +37.0% | +30.2% |
| 5Y | +15.7% | +7.4% | +8.3% | +6.3% |
| 10Y | +357.1% | +79.2% | +277.9% | +241.9% |
| All | +357.1% | +85.0% | +272.1% | +241.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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