+38.6%
GEHC vs IAG
+817.3%
-778.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.4% | +1.2% | -1.1% |
| 7D | -3.7% | +3.4% | -7.2% | -4.0% |
| 30D | +22.0% | -2.7% | +24.7% | +22.0% |
| 3M | +13.6% | -0.5% | +14.1% | +13.3% |
| 6M | +34.0% | -4.8% | +38.9% | +33.7% |
| YTD | +0.9% | +9.6% | -8.7% | -1.3% |
| 1Y | +12.7% | +32.2% | -19.4% | +8.2% |
| 3Y | +19.4% | +692.5% | -673.1% | -5.3% |
| All | +38.6% | +817.3% | -778.7% | +5.3% |
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