+37.3%
GEHC vs IAG
+770.1%
-732.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.1% | +4.2% | -0.5% |
| 7D | -2.3% | -2.1% | -0.2% | -2.2% |
| 30D | +19.0% | -6.2% | +25.2% | +19.4% |
| 3M | +13.3% | -5.1% | +18.4% | +13.4% |
| 6M | +31.5% | -10.0% | +41.5% | +31.8% |
| YTD | 0.0% | +3.9% | -4.0% | -1.8% |
| 1Y | +9.4% | +18.9% | -9.5% | +5.9% |
| 3Y | +18.3% | +651.8% | -633.4% | -5.8% |
| All | +37.3% | +770.1% | -732.8% | +4.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling