+61.2%
GH vs IAG
+19.6%
+41.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | +0.6% | -7.7% | +8.2% | +1.9% |
| 30D | -6.9% | +1.6% | -8.5% | -7.4% |
| 3M | -4.9% | -2.4% | -2.5% | -5.2% |
| 6M | +54.1% | -7.8% | +61.9% | +53.3% |
| YTD | +48.5% | +5.0% | +43.5% | +41.0% |
| 1Y | +61.2% | +25.7% | +35.5% | +51.6% |
| All | +61.2% | +19.6% | +41.5% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling