+312.1%
CG vs IAG
+423.2%
-111.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.2% | -0.2% | -2.2% |
| 7D | -9.8% | -4.1% | -5.7% | -9.5% |
| 30D | -10.3% | +10.6% | -20.9% | -11.0% |
| 3M | -1.7% | +35.4% | -37.0% | -4.1% |
| 6M | -9.8% | -9.5% | -0.3% | -9.8% |
| YTD | -25.6% | +21.8% | -47.4% | -27.5% |
| 1Y | -32.5% | +84.1% | -116.7% | -36.3% |
| 3Y | +45.6% | +817.4% | -771.7% | +21.5% |
| 5Y | +3.7% | +830.1% | -826.4% | -15.7% |
| All | +312.1% | +423.2% | -111.0% | +238.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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