-12.2%
GGLL vs IAG
+56.5%
-68.7%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +10.2% | -3.7% | +4.3% |
| 7D | -23.1% | +1.1% | -24.2% | -23.2% |
| 30D | -32.9% | -5.3% | -27.6% | -32.3% |
| 3M | -44.9% | +18.0% | -62.9% | -46.8% |
| 6M | -49.5% | +7.1% | -56.6% | -50.5% |
| YTD | -28.9% | +5.9% | -34.8% | -31.8% |
| 1Y | -12.2% | +59.4% | -71.6% | -31.3% |
| All | -12.2% | +56.5% | -68.7% | -31.3% |
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