-12.3%
GFS vs IAG
+554.8%
-567.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.8% | -0.9% | +4.1% |
| 7D | -3.1% | +24.0% | -27.1% | -6.0% |
| 30D | -16.0% | +5.5% | -21.6% | -16.7% |
| 3M | -24.7% | +8.3% | -33.0% | -25.7% |
| 6M | -45.1% | +6.1% | -51.2% | -46.0% |
| YTD | +16.5% | +20.3% | -3.8% | +12.4% |
| 1Y | +19.3% | +56.5% | -37.1% | +12.1% |
| 3Y | -20.0% | +762.6% | -782.6% | -39.4% |
| 5Y | -32.0% | +546.3% | -578.3% | -53.1% |
| All | -12.3% | +554.8% | -567.1% | -39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling