+100.4%
GD vs IAG
+427.4%
-327.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.1% | +4.0% | -0.8% |
| 7D | +1.9% | -2.1% | +3.9% | +2.0% |
| 30D | +9.2% | -6.2% | +15.4% | +9.4% |
| 3M | -7.5% | -5.1% | -2.3% | -7.5% |
| 6M | +5.8% | -10.0% | +15.7% | +5.8% |
| YTD | +9.8% | +3.9% | +5.9% | +8.3% |
| 1Y | +5.8% | +18.9% | -13.1% | +3.4% |
| 3Y | +58.0% | +651.8% | -593.7% | +35.2% |
| 5Y | +100.4% | +416.3% | -315.8% | +63.9% |
| All | +100.4% | +427.4% | -327.0% | +63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling