+217.5%
GGLL vs IAG
+1,377.6%
-1,160.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -5.1% | +8.7% | +4.4% |
| 7D | +11.5% | -2.1% | +13.6% | +11.7% |
| 30D | -31.2% | -6.2% | -25.1% | -30.6% |
| 3M | -28.7% | -5.1% | -23.5% | -28.3% |
| 6M | -47.2% | -10.0% | -37.2% | -46.8% |
| YTD | -24.3% | +3.9% | -28.2% | -26.5% |
| 1Y | -12.0% | +18.9% | -30.9% | -16.6% |
| 3Y | +169.6% | +651.8% | -482.1% | +92.5% |
| All | +217.5% | +1,377.6% | -1,160.1% | +82.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling