+100.5%
GD vs IAG
+421.7%
-321.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | 0.0% |
| 7D | +2.7% | -7.7% | +10.3% | +3.1% |
| 30D | +8.6% | +1.6% | +7.0% | +8.3% |
| 3M | -7.1% | -2.4% | -4.6% | -7.2% |
| 6M | +7.5% | -7.8% | +15.3% | +7.3% |
| YTD | +9.9% | +5.0% | +4.9% | +8.4% |
| 1Y | +7.6% | +25.7% | -18.1% | +4.8% |
| 3Y | +56.2% | +694.5% | -638.3% | +33.1% |
| All | +100.5% | +421.7% | -321.2% | +65.1% |
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