+289.2%
GFI vs IAG
+804.5%
-515.3%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.8% |
| 7D | -4.9% | -1.1% | -3.8% | -4.2% |
| 30D | +10.7% | +12.1% | -1.4% | +2.9% |
| 3M | +25.6% | +25.5% | +0.1% | +8.5% |
| 6M | -8.3% | -7.1% | -1.1% | -4.8% |
| YTD | +6.3% | +22.9% | -16.6% | -5.8% |
| 1Y | +22.1% | +83.3% | -61.3% | -12.3% |
| 3Y | +289.2% | +808.5% | -519.3% | +20.3% |
| All | +289.2% | +804.5% | -515.3% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling