+188.6%
GGLL vs IAG
+1,517.2%
-1,328.6%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +7.2% | -5.8% | +0.2% |
| 7D | +3.1% | +21.4% | -18.3% | -0.3% |
| 30D | -36.3% | +4.0% | -40.4% | -36.8% |
| 3M | -40.4% | +17.0% | -57.4% | -42.1% |
| 6M | -54.6% | +1.4% | -56.0% | -55.1% |
| YTD | -31.1% | +13.8% | -44.9% | -34.1% |
| 1Y | -19.2% | +55.8% | -75.0% | -26.6% |
| 3Y | +151.5% | +647.4% | -495.9% | +79.1% |
| All | +188.6% | +1,517.2% | -1,328.6% | +63.8% |
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 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