+30.4%
GDDY vs IAG
+820.9%
-790.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +0.9% | +1.7% |
| 7D | -3.2% | -1.1% | -2.1% | -3.1% |
| 30D | +6.8% | +12.1% | -5.3% | +6.1% |
| 3M | +30.5% | +25.5% | +4.9% | +28.5% |
| 6M | +13.3% | -7.1% | +20.4% | +13.5% |
| YTD | -21.0% | +22.9% | -43.8% | -23.1% |
| 1Y | -34.0% | +83.3% | -117.3% | -38.2% |
| 3Y | +33.1% | +808.5% | -775.5% | +4.7% |
| All | +30.4% | +820.9% | -790.5% | -1.7% |
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