-25.2%
GIS vs IAG
+796.9%
-822.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.9% | -3.0% |
| 7D | -8.4% | -4.1% | -4.3% | -8.4% |
| 30D | -5.2% | +10.6% | -15.8% | -5.3% |
| 3M | +8.2% | +35.4% | -27.2% | +7.8% |
| 6M | -12.0% | -9.5% | -2.5% | -12.0% |
| YTD | -18.9% | +21.8% | -40.7% | -19.1% |
| 1Y | -23.6% | +84.1% | -107.8% | -24.4% |
| 3Y | -37.6% | +817.4% | -855.0% | -41.1% |
| 5Y | -25.2% | +830.1% | -855.3% | -28.8% |
| All | -25.2% | +796.9% | -822.1% | -28.8% |
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