+393.9%
GH vs IAG
+430.1%
-36.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.0% |
| 7D | -1.2% | -4.1% | +2.8% | -0.7% |
| 30D | -3.7% | +10.6% | -14.3% | -5.1% |
| 3M | +21.7% | +35.4% | -13.7% | +16.3% |
| 6M | +75.7% | -9.5% | +85.3% | +76.1% |
| YTD | +55.7% | +21.8% | +33.9% | +49.3% |
| 1Y | +181.1% | +84.1% | +97.0% | +154.9% |
| 3Y | +371.6% | +817.4% | -445.7% | +246.9% |
| 5Y | +23.2% | +830.1% | -806.9% | -12.7% |
| All | +393.9% | +430.1% | -36.2% | +241.4% |
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