+277.2%
CG vs IAG
+46.7%
+230.6%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -5.1% | +0.9% | -4.0% |
| 7D | -1.5% | -2.1% | +0.6% | -1.4% |
| 30D | +5.7% | -6.2% | +11.9% | +6.0% |
| 3M | -17.9% | -5.1% | -12.7% | -17.8% |
| 6M | -20.2% | -10.0% | -10.2% | -20.0% |
| YTD | -32.0% | +3.9% | -35.9% | -32.8% |
| 1Y | -27.0% | +18.9% | -45.9% | -28.4% |
| 3Y | +42.8% | +651.8% | -609.0% | +26.5% |
| 5Y | -23.4% | +416.3% | -439.7% | -32.8% |
| 10Y | +278.2% | +377.4% | -99.3% | +228.9% |
| All | +277.2% | +46.7% | +230.6% | +216.4% |
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