+667.8%
GFI vs IAG
+378.9%
+288.9%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.5% | -1.6% |
| 7D | +4.7% | +1.7% | +3.0% | +3.7% |
| 30D | +14.4% | +11.4% | +3.0% | +7.1% |
| 3M | +32.5% | +33.0% | -0.5% | +11.4% |
| 6M | -7.2% | -6.0% | -1.2% | -3.7% |
| YTD | +10.9% | +24.6% | -13.7% | -2.9% |
| 1Y | +35.5% | +105.0% | -69.5% | -11.3% |
| 3Y | +312.1% | +837.9% | -525.8% | -1.6% |
| 5Y | +524.6% | +817.0% | -292.4% | +27.7% |
| 10Y | +1,092.7% | +425.3% | +667.4% | +202.5% |
| All | +667.8% | +378.9% | +288.9% | +12.7% |
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