-19.4%
GFS vs IAG
+746.3%
-765.6%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +1.8% |
| 7D | +1.0% | -0.5% | +1.5% | +1.0% |
| 30D | -8.6% | +28.9% | -37.5% | -11.8% |
| 3M | -46.5% | +19.1% | -65.7% | -48.1% |
| 6M | -4.8% | -10.3% | +5.4% | -5.3% |
| YTD | +29.7% | +24.2% | +5.5% | +24.9% |
| 1Y | +35.8% | +116.5% | -80.7% | +25.2% |
| All | -19.4% | +746.3% | -765.6% | -35.4% |
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 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