+350.2%
CG vs IAG
+75.2%
+274.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.5% |
| 7D | -4.3% | -0.5% | -3.8% | -4.3% |
| 30D | -5.1% | +28.9% | -34.0% | -6.5% |
| 3M | +8.7% | +19.1% | -10.5% | +7.4% |
| 6M | -9.2% | -10.3% | +1.0% | -9.2% |
| YTD | -18.9% | +24.2% | -43.1% | -20.5% |
| 1Y | -25.6% | +116.5% | -142.1% | -29.3% |
| 3Y | +57.3% | +742.8% | -685.5% | +38.4% |
| 5Y | +10.2% | +753.3% | -743.2% | -4.9% |
| 10Y | +364.2% | +403.2% | -39.0% | +300.7% |
| All | +350.2% | +75.2% | +274.9% | +274.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling