+98.4%
GAP vs IAG
+303.8%
-205.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.9% |
| 7D | -1.9% | -7.7% | +5.8% | -1.5% |
| 30D | -7.1% | +1.6% | -8.6% | -7.2% |
| 3M | +4.1% | -2.4% | +6.5% | +4.0% |
| 6M | +1.9% | -7.8% | +9.7% | +1.8% |
| YTD | -15.2% | +5.0% | -20.2% | -16.3% |
| 1Y | -10.6% | +25.7% | -36.3% | -12.6% |
| 3Y | +74.6% | +694.5% | -619.9% | +53.7% |
| 5Y | +3.7% | +421.7% | -418.0% | -9.1% |
| 10Y | +2.4% | +382.5% | -380.0% | -13.4% |
| All | +98.4% | +303.8% | -205.4% | +37.4% |
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