-12.5%
GDDY vs IAG
+56.5%
-69.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +10.2% | -5.9% | +5.3% |
| 7D | +11.1% | +1.1% | +10.0% | +11.3% |
| 30D | +18.6% | -5.3% | +23.9% | +18.3% |
| 3M | +32.8% | +18.0% | +14.8% | +35.2% |
| 6M | +34.0% | +7.1% | +26.9% | +36.1% |
| YTD | -4.6% | +5.9% | -10.6% | -4.5% |
| 1Y | -12.5% | +59.4% | -71.9% | -12.4% |
| All | -12.5% | +56.5% | -69.0% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling