+23.1%
IGV vs GPN
-44.7%
+67.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.9% | -4.6% | +1.7% | -1.2% |
| 30D | -1.5% | -0.3% | -1.2% | -1.6% |
| 3M | +11.7% | +35.4% | -23.8% | -1.0% |
| 6M | +18.4% | +21.7% | -3.2% | +9.0% |
| YTD | -3.9% | +14.9% | -18.8% | -10.3% |
| 1Y | -9.7% | +3.2% | -12.9% | -12.5% |
| 3Y | +38.4% | -27.1% | +65.6% | +49.7% |
| All | +23.1% | -44.7% | +67.8% | +37.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling