+59.8%
GD vs IAG
+755.2%
-695.3%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.8% | -3.5% | +2.0% |
| 7D | -3.0% | +24.0% | -27.0% | -4.1% |
| 30D | +9.3% | +5.5% | +3.8% | +9.0% |
| 3M | -7.2% | +8.3% | -15.5% | -7.8% |
| 6M | +5.5% | +6.1% | -0.6% | +4.6% |
| YTD | +9.5% | +20.3% | -10.8% | +7.5% |
| 1Y | +6.4% | +56.5% | -50.0% | +3.0% |
| 3Y | +59.8% | +762.6% | -702.8% | +41.4% |
| All | +59.8% | +755.2% | -695.3% | +41.4% |
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 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