+229.9%
GIS vs IAG
+368.9%
-139.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.2% | -1.5% |
| 7D | -8.3% | +4.3% | -12.5% | -8.4% |
| 30D | +2.2% | +9.8% | -7.6% | +1.9% |
| 3M | +15.7% | +28.9% | -13.2% | +14.8% |
| 6M | -12.0% | -7.6% | -4.4% | -12.0% |
| YTD | -15.0% | +22.0% | -36.9% | -15.7% |
| 1Y | -20.1% | +99.5% | -119.6% | -22.0% |
| 3Y | -34.6% | +818.3% | -852.9% | -39.4% |
| 5Y | -22.8% | +785.9% | -808.8% | -29.2% |
| 10Y | -18.5% | +381.1% | -399.6% | -25.4% |
| All | +229.9% | +368.9% | -139.0% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling