+387.8%
GH vs IAG
+817.0%
-429.2%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.7% |
| 7D | -0.2% | +1.7% | -1.9% | -0.5% |
| 30D | -2.6% | +11.4% | -14.1% | -5.0% |
| 3M | +25.1% | +33.0% | -7.9% | +17.1% |
| 6M | +78.5% | -6.0% | +84.5% | +77.5% |
| YTD | +59.4% | +24.6% | +34.8% | +48.0% |
| 1Y | +173.9% | +105.0% | +68.9% | +127.5% |
| All | +387.8% | +817.0% | -429.2% | +175.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling