+7.2%
GEHC vs IAG
+928.4%
-921.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.5% |
| 7D | -7.2% | -1.1% | -6.1% | -7.1% |
| 30D | -11.6% | +12.1% | -23.7% | -12.4% |
| 3M | -0.8% | +25.5% | -26.4% | -2.9% |
| 6M | -11.9% | -7.1% | -4.8% | -11.9% |
| YTD | -21.9% | +22.9% | -44.8% | -24.2% |
| 1Y | -17.8% | +83.3% | -101.2% | -23.4% |
| 3Y | -3.5% | +808.5% | -812.1% | -24.1% |
| All | +7.2% | +928.4% | -921.2% | -19.1% |
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 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