-17.9%
GFS vs IAG
+655.1%
-673.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.6% | +0.3% |
| 7D | +17.2% | -2.1% | +19.3% | +17.5% |
| 30D | -8.7% | -6.2% | -2.6% | -8.1% |
| 3M | -19.7% | -5.1% | -14.5% | -19.3% |
| 6M | -40.7% | -10.0% | -30.7% | -40.5% |
| YTD | +22.5% | +3.9% | +18.6% | +20.5% |
| 1Y | +25.2% | +18.9% | +6.4% | +21.5% |
| All | -17.9% | +655.1% | -673.0% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling