+299.6%
CG vs IAG
+58.5%
+241.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.7% | +5.2% | -1.1% |
| 7D | +2.0% | +16.8% | -14.9% | +1.1% |
| 30D | +8.5% | -1.5% | +10.0% | +8.5% |
| 3M | -12.1% | +0.5% | -12.6% | -12.3% |
| 6M | -16.4% | -1.0% | -15.5% | -16.7% |
| YTD | -28.0% | +12.3% | -40.3% | -29.1% |
| 1Y | -18.9% | +39.2% | -58.1% | -21.1% |
| 3Y | +51.2% | +712.3% | -661.0% | +33.4% |
| 5Y | -15.9% | +484.2% | -500.1% | -26.6% |
| 10Y | +305.9% | +382.3% | -76.4% | +252.0% |
| All | +299.6% | +58.5% | +241.2% | +233.8% |
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