-16.4%
GFS vs IAG
+519.1%
-535.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.2% | -1.0% | +5.3% |
| 7D | -7.8% | +21.4% | -29.3% | -10.3% |
| 30D | -19.7% | +4.0% | -23.7% | -20.2% |
| 3M | -23.1% | +17.0% | -40.2% | -24.9% |
| 6M | -46.4% | +1.4% | -47.8% | -46.8% |
| YTD | +11.0% | +13.8% | -2.7% | +8.0% |
| 1Y | +12.6% | +55.8% | -43.2% | +6.0% |
| 3Y | -24.9% | +647.4% | -672.4% | -42.2% |
| 5Y | -39.1% | +519.1% | -558.2% | -57.6% |
| All | -16.4% | +519.1% | -535.6% | -41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling