+357.7%
IGV vs GPN
+28.5%
+329.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -2.9% | -4.3% | +1.4% | -1.1% |
| 30D | -1.5% | 0.0% | -1.5% | -1.7% |
| 3M | +11.7% | +35.8% | -24.1% | -3.1% |
| 6M | +18.4% | +22.0% | -3.6% | +7.2% |
| YTD | -3.9% | +15.2% | -19.1% | -11.6% |
| 1Y | -9.7% | +3.5% | -13.2% | -13.4% |
| 3Y | +38.4% | -26.9% | +65.4% | +49.6% |
| 5Y | +21.6% | -44.2% | +65.8% | +44.3% |
| All | +357.7% | +28.5% | +329.2% | +246.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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