+973.2%
IGV vs GPC
+815.9%
+157.3%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.8% |
| 7D | -4.5% | +1.2% | -5.7% | -5.1% |
| 30D | +3.2% | +6.0% | -2.7% | +0.1% |
| 3M | +4.5% | +42.6% | -38.1% | -13.6% |
| 6M | +22.1% | +22.8% | -0.6% | +8.0% |
| YTD | -1.0% | +15.5% | -16.5% | -10.9% |
| 1Y | -2.1% | +2.0% | -4.2% | -6.3% |
| 3Y | +44.6% | -1.4% | +46.0% | +33.4% |
| 5Y | +22.2% | +30.6% | -8.4% | -5.2% |
| 10Y | +364.7% | +80.6% | +284.1% | +166.3% |
| All | +973.2% | +815.9% | +157.3% | +54.3% |
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