+945.1%
IGV vs GPN
+1,228.1%
-283.1%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | +0.3% |
| 7D | -1.5% | -6.2% | +4.7% | +1.0% |
| 30D | -3.0% | +1.0% | -4.1% | -3.6% |
| 3M | +9.6% | +36.9% | -27.3% | -4.5% |
| 6M | +16.1% | +16.8% | -0.7% | +7.7% |
| YTD | -3.6% | +13.2% | -16.9% | -10.3% |
| 1Y | -7.8% | +1.4% | -9.3% | -10.8% |
| 3Y | +40.0% | -28.6% | +68.6% | +51.2% |
| 5Y | +21.2% | -47.0% | +68.2% | +43.7% |
| 10Y | +364.4% | +25.2% | +339.2% | +273.4% |
| All | +945.1% | +1,228.1% | -283.1% | +208.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling