+46.4%
GH vs IAG
+421.7%
-375.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | +0.6% | -7.7% | +8.2% | +2.0% |
| 30D | -6.9% | +1.6% | -8.5% | -7.6% |
| 3M | -4.9% | -2.4% | -2.5% | -5.3% |
| 6M | +54.1% | -7.8% | +61.9% | +54.0% |
| YTD | +48.5% | +5.0% | +43.5% | +42.5% |
| 1Y | +61.2% | +25.7% | +35.5% | +49.0% |
| 3Y | +570.3% | +694.5% | -124.1% | +318.1% |
| All | +46.4% | +421.7% | -375.3% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling