+195.8%
GGLL vs IAG
+1,610.3%
-1,414.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.8% | -3.3% | +1.5% |
| 7D | +6.3% | +24.0% | -17.7% | +2.5% |
| 30D | -35.1% | +5.5% | -40.6% | -35.7% |
| 3M | -37.7% | +8.3% | -46.0% | -38.7% |
| 6M | -54.1% | +6.1% | -60.2% | -55.0% |
| YTD | -29.4% | +20.3% | -49.7% | -33.1% |
| 1Y | -13.4% | +56.5% | -69.9% | -21.4% |
| 3Y | +158.3% | +762.6% | -604.3% | +80.3% |
| All | +195.8% | +1,610.3% | -1,414.5% | +66.3% |
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 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