+109.6%
GAP vs IAG
+377.5%
-267.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.6% |
| 7D | -4.5% | -0.5% | -3.9% | -4.5% |
| 30D | +9.0% | +28.9% | -19.8% | +7.5% |
| 3M | +5.0% | +19.1% | -14.1% | +3.8% |
| 6M | -17.8% | -10.3% | -7.6% | -17.8% |
| YTD | -10.4% | +24.2% | -34.6% | -12.1% |
| 1Y | -3.4% | +116.5% | -119.9% | -8.0% |
| 3Y | +111.5% | +742.8% | -631.3% | +85.7% |
| 5Y | +8.8% | +753.3% | -744.5% | -6.6% |
| 10Y | +32.9% | +403.2% | -370.3% | +11.9% |
| All | +109.6% | +377.5% | -267.9% | +44.2% |
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