+206.1%
GIS vs IAG
+303.8%
-97.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.4% |
| 7D | -3.4% | -7.7% | +4.3% | -3.2% |
| 30D | +6.9% | +1.6% | +5.3% | +6.8% |
| 3M | -10.1% | -2.4% | -7.7% | -10.2% |
| 6M | +5.9% | -7.8% | +13.7% | +5.8% |
| YTD | -21.1% | +5.0% | -26.1% | -21.6% |
| 1Y | -22.5% | +25.7% | -48.2% | -23.3% |
| 3Y | -39.0% | +694.5% | -733.5% | -43.2% |
| 5Y | -33.3% | +421.7% | -455.0% | -37.9% |
| 10Y | -17.0% | +382.5% | -399.5% | -24.1% |
| All | +206.1% | +303.8% | -97.7% | +162.1% |
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