+210.8%
GGLL vs IAG
+1,393.1%
-1,182.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | +7.7% | -7.7% | +15.3% | +9.0% |
| 30D | -30.2% | +1.6% | -31.8% | -30.4% |
| 3M | -31.3% | -2.4% | -28.8% | -31.2% |
| 6M | -52.1% | -7.8% | -44.3% | -51.9% |
| YTD | -25.9% | +5.0% | -30.9% | -28.2% |
| 1Y | -8.5% | +25.7% | -34.1% | -14.0% |
| 3Y | +165.5% | +694.5% | -529.0% | +88.2% |
| All | +210.8% | +1,393.1% | -1,182.3% | +78.6% |
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