+54.9%
GD vs IAG
+573.1%
-518.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -3.9% | +4.5% | -8.4% | -4.2% |
| 30D | +8.1% | -5.7% | +13.7% | +8.3% |
| 3M | -6.8% | +10.1% | -16.9% | -7.6% |
| 6M | +3.0% | +7.3% | -4.3% | +2.0% |
| YTD | +7.8% | +6.1% | +1.6% | +6.5% |
| 1Y | +5.8% | +46.8% | -41.0% | +2.6% |
| All | +54.9% | +573.1% | -518.2% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling