+170.6%
GD vs IAG
+370.6%
-200.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.4% | 0.0% |
| 7D | +0.6% | +3.4% | -2.8% | +0.5% |
| 30D | +9.5% | -2.7% | +12.2% | +9.5% |
| 3M | -5.8% | -0.5% | -5.3% | -6.0% |
| 6M | +7.7% | -4.8% | +12.6% | +7.5% |
| YTD | +11.1% | +9.6% | +1.5% | +9.7% |
| 1Y | +6.1% | +32.2% | -26.1% | +3.9% |
| 3Y | +59.8% | +692.5% | -632.7% | +43.5% |
| 5Y | +104.6% | +447.6% | -343.0% | +81.2% |
| 10Y | +170.6% | +403.3% | -232.8% | +136.4% |
| All | +170.6% | +370.6% | -200.0% | +136.4% |
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 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