+914.8%
IGV vs GPC
+714.5%
+200.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.5% |
| 7D | -5.2% | +1.6% | -6.8% | -6.0% |
| 30D | -10.0% | -2.1% | -7.9% | -9.4% |
| 3M | -0.5% | -6.8% | +6.3% | +2.3% |
| 6M | +12.6% | +18.6% | -6.0% | +1.1% |
| YTD | -6.4% | +2.7% | -9.1% | -11.2% |
| 1Y | -9.5% | +1.8% | -11.3% | -14.0% |
| 3Y | +41.7% | +1.1% | +40.6% | +28.0% |
| 5Y | +12.7% | +4.1% | +8.6% | -1.7% |
| 10Y | +354.1% | +88.2% | +265.8% | +145.6% |
| All | +914.8% | +714.5% | +200.2% | +53.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling