+328.7%
GGLL vs IAG
+1,665.5%
-1,336.8%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.0% |
| 7D | -4.8% | -0.5% | -4.2% | -4.7% |
| 30D | -13.7% | +28.9% | -42.6% | -17.4% |
| 3M | -21.9% | +19.1% | -41.0% | -24.5% |
| 6M | +11.7% | -10.3% | +21.9% | +12.0% |
| YTD | +2.3% | +24.2% | -21.9% | -3.4% |
| 1Y | +76.2% | +116.5% | -40.3% | +52.2% |
| 3Y | +245.0% | +742.8% | -497.8% | +141.4% |
| All | +328.7% | +1,665.5% | -1,336.8% | +140.3% |
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 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