+1,485.0%
GD vs IAG
+377.5%
+1,107.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.7% |
| 7D | -5.3% | -0.5% | -4.7% | -5.2% |
| 30D | -6.4% | +28.9% | -35.3% | -7.7% |
| 3M | +5.7% | +19.1% | -13.4% | +4.5% |
| 6M | -0.9% | -10.3% | +9.3% | -0.9% |
| YTD | +8.2% | +24.2% | -16.0% | +6.2% |
| 1Y | +13.4% | +116.5% | -103.1% | +8.1% |
| 3Y | +68.5% | +742.8% | -674.3% | +48.1% |
| 5Y | +97.2% | +753.3% | -656.2% | +69.8% |
| 10Y | +190.2% | +403.2% | -213.0% | +146.3% |
| All | +1,485.0% | +377.5% | +1,107.5% | +1,183.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling