+23.5%
IGV vs GPC
+30.9%
-7.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.5% |
| 7D | -4.5% | +1.2% | -5.7% | -4.8% |
| 30D | +3.2% | +6.0% | -2.7% | +1.5% |
| 3M | +4.5% | +42.6% | -38.1% | -6.1% |
| 6M | +22.1% | +22.8% | -0.6% | +14.5% |
| YTD | -1.0% | +15.5% | -16.5% | -6.4% |
| 1Y | -2.1% | +2.0% | -4.2% | -3.5% |
| 3Y | +44.6% | -1.4% | +46.0% | +39.8% |
| All | +23.5% | +30.9% | -7.4% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling