+17.7%
GFS vs IAG
+56.5%
-38.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +10.2% | -16.2% | -8.5% |
| 7D | -12.5% | +1.1% | -13.6% | -12.9% |
| 30D | -16.9% | -5.3% | -11.7% | -16.0% |
| 3M | -22.3% | +18.0% | -40.3% | -26.0% |
| 6M | -40.2% | +7.1% | -47.3% | -41.9% |
| YTD | +16.0% | +5.9% | +10.0% | +11.6% |
| 1Y | +17.7% | +59.4% | -41.7% | +4.2% |
| All | +17.7% | +56.5% | -38.9% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling