+6.1%
GD vs IAG
+38.2%
-32.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.7% | +8.1% | +1.7% |
| 7D | -1.9% | +16.8% | -18.7% | -2.5% |
| 30D | +10.9% | -1.5% | +12.4% | +11.1% |
| 3M | -6.8% | +0.5% | -7.2% | -6.9% |
| 6M | +7.0% | -1.0% | +8.0% | +6.4% |
| YTD | +11.1% | +12.3% | -1.2% | +10.7% |
| All | +6.1% | +38.2% | -32.1% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling