-9.8%
IGV vs GPC
+0.5%
-10.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.6% |
| 7D | -5.4% | -1.8% | -3.6% | -5.3% |
| 30D | -2.6% | +0.1% | -2.7% | -2.7% |
| 3M | +10.5% | +37.4% | -26.8% | +9.2% |
| 6M | +18.2% | +25.4% | -7.3% | +17.3% |
| YTD | -4.2% | +12.2% | -16.4% | -3.2% |
| 1Y | -9.8% | -0.3% | -9.5% | -7.7% |
| All | -9.8% | +0.5% | -10.4% | -7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling