+4.7%
GAP vs IAG
+370.6%
-365.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.4% | +0.4% | -1.9% |
| 7D | -9.3% | +3.4% | -12.8% | -9.4% |
| 30D | -5.5% | -2.7% | -2.8% | -5.5% |
| 3M | +3.5% | -0.5% | +4.0% | +3.3% |
| 6M | +0.7% | -4.8% | +5.5% | +0.5% |
| YTD | -13.4% | +9.6% | -22.9% | -14.1% |
| 1Y | -7.7% | +32.2% | -39.8% | -8.9% |
| 3Y | +74.4% | +692.5% | -618.1% | +65.1% |
| 5Y | +5.3% | +447.6% | -442.2% | -3.3% |
| 10Y | +4.7% | +403.3% | -398.7% | -1.7% |
| All | +4.7% | +370.6% | -365.9% | -1.7% |
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