+12.0%
GEHC vs IAG
+920.8%
-908.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.2% | -2.9% |
| 7D | -5.2% | +4.3% | -9.4% | -5.5% |
| 30D | -7.0% | +9.8% | -16.7% | -7.7% |
| 3M | +3.3% | +28.9% | -25.6% | +0.9% |
| 6M | -10.0% | -7.6% | -2.4% | -10.0% |
| YTD | -18.5% | +22.0% | -40.4% | -20.7% |
| 1Y | -14.4% | +99.5% | -113.9% | -20.9% |
| 3Y | +3.4% | +818.3% | -814.8% | -18.7% |
| All | +12.0% | +920.8% | -908.9% | -15.4% |
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 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