+8.5%
GAP vs IAG
+495.5%
-487.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.7% | +5.5% | -0.7% |
| 7D | -0.1% | +16.8% | -16.9% | -1.2% |
| 30D | -5.4% | -1.5% | -3.9% | -5.5% |
| 3M | +2.9% | +0.5% | +2.4% | +2.5% |
| 6M | -4.4% | -1.0% | -3.5% | -5.1% |
| YTD | -11.6% | +12.3% | -23.9% | -13.7% |
| 1Y | -6.0% | +39.2% | -45.3% | -9.8% |
| 3Y | +78.0% | +712.3% | -634.3% | +47.1% |
| 5Y | +8.5% | +484.2% | -475.7% | -21.0% |
| All | +8.5% | +495.5% | -487.0% | -21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling