+39.3%
GEHC vs IAG
+779.2%
-739.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.4% | +1.4% |
| 7D | +0.8% | -7.7% | +8.5% | +1.4% |
| 30D | +21.3% | +1.6% | +19.7% | +20.9% |
| 3M | +12.6% | -2.4% | +15.0% | +12.4% |
| 6M | +34.3% | -7.8% | +42.1% | +34.3% |
| YTD | +1.4% | +5.0% | -3.6% | -0.5% |
| 1Y | +12.5% | +25.7% | -13.2% | +8.4% |
| 3Y | +19.2% | +694.5% | -675.3% | -5.4% |
| All | +39.3% | +779.2% | -739.9% | +6.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling