+188.5%
GD vs IAG
+365.5%
-177.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.2% | -7.8% | -0.9% |
| 7D | -5.0% | +21.4% | -26.4% | -5.8% |
| 30D | +8.9% | +4.0% | +4.9% | +8.6% |
| 3M | -8.0% | +17.0% | -25.1% | -8.9% |
| 6M | +2.9% | +1.4% | +1.5% | +2.4% |
| YTD | +7.1% | +13.8% | -6.7% | +5.7% |
| 1Y | +5.9% | +55.8% | -49.9% | +3.1% |
| 3Y | +53.9% | +647.4% | -593.6% | +38.9% |
| 5Y | +95.4% | +519.1% | -423.7% | +73.0% |
| All | +188.5% | +365.5% | -177.0% | +154.7% |
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