-35.4%
GIS vs IAG
+817.0%
-852.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.1% | -3.7% | -1.6% |
| 7D | -8.6% | +1.7% | -10.3% | -8.6% |
| 30D | -0.5% | +11.4% | -11.9% | -0.5% |
| 3M | +11.9% | +33.0% | -21.1% | +11.9% |
| 6M | -11.6% | -6.0% | -5.6% | -11.5% |
| YTD | -16.3% | +24.6% | -40.9% | -16.2% |
| 1Y | -21.8% | +105.0% | -126.7% | -21.8% |
| All | -35.4% | +817.0% | -852.4% | -40.5% |
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