+184.7%
GGLL vs IAG
+1,408.6%
-1,224.0%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.2% | -4.6% | -4.5% |
| 7D | -1.3% | +4.5% | -5.8% | -2.1% |
| 30D | -36.3% | -5.7% | -30.6% | -35.6% |
| 3M | -42.7% | +10.1% | -52.8% | -43.8% |
| 6M | -53.1% | +7.3% | -60.4% | -54.0% |
| YTD | -32.1% | +6.1% | -38.2% | -34.2% |
| 1Y | -20.1% | +46.8% | -66.9% | -26.7% |
| 3Y | +151.7% | +573.1% | -421.4% | +82.2% |
| All | +184.7% | +1,408.6% | -1,224.0% | +63.6% |
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 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