+17.5%
GFS vs IAG
+52.4%
-34.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.8% | -0.9% | +3.4% |
| 7D | -3.1% | +24.0% | -27.1% | -8.6% |
| 30D | -16.0% | +5.5% | -21.6% | -17.4% |
| 3M | -24.7% | +8.3% | -33.0% | -26.6% |
| 6M | -45.1% | +6.1% | -51.2% | -47.2% |
| YTD | +16.5% | +20.3% | -3.8% | +8.7% |
| All | +17.5% | +52.4% | -34.9% | +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 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