+118.3%
GAP vs IAG
+797.8%
-679.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | -0.1% |
| 7D | +1.7% | +4.3% | -2.5% | +1.4% |
| 30D | +9.3% | +9.8% | -0.4% | +8.4% |
| 3M | +6.1% | +28.9% | -22.8% | +3.7% |
| 6M | -2.3% | -7.6% | +5.3% | -2.6% |
| YTD | -10.6% | +22.0% | -32.5% | -13.2% |
| 1Y | -4.4% | +99.5% | -103.9% | -11.1% |
| 3Y | +118.3% | +818.3% | -700.0% | +77.1% |
| All | +118.3% | +797.8% | -679.5% | +77.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling