+17.2%
GFS vs IAG
+38.2%
-21.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +6.9% | +2.0% |
| 7D | -5.3% | +16.8% | -22.1% | -9.3% |
| 30D | -15.8% | -1.5% | -14.3% | -15.7% |
| 3M | -18.6% | +0.5% | -19.1% | -19.2% |
| 6M | -45.0% | -1.0% | -44.0% | -46.2% |
| YTD | +16.8% | +12.3% | +4.5% | +10.9% |
| All | +17.2% | +38.2% | -21.1% | +8.0% |
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