-30.1%
GFS vs IAG
+421.7%
-451.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.7% | -2.8% |
| 7D | +7.4% | -7.7% | +15.1% | +8.5% |
| 30D | -15.3% | +1.6% | -16.8% | -15.5% |
| 3M | -21.1% | -2.4% | -18.7% | -21.1% |
| 6M | -44.5% | -7.8% | -36.7% | -44.3% |
| YTD | +19.2% | +5.0% | +14.2% | +17.1% |
| 1Y | +27.2% | +25.7% | +1.6% | +22.5% |
| 3Y | -20.1% | +694.5% | -714.6% | -39.1% |
| All | -30.1% | +421.7% | -451.8% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling