+867.9%
GLW vs IAG
+401.0%
+467.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.3% |
| 7D | +16.9% | +1.7% | +15.2% | +16.7% |
| 30D | +7.0% | +11.4% | -4.5% | +5.8% |
| 3M | -3.0% | +33.0% | -36.0% | -5.6% |
| 6M | +31.0% | -6.0% | +37.0% | +30.6% |
| YTD | +93.4% | +24.6% | +68.9% | +89.3% |
| 1Y | +134.7% | +105.0% | +29.8% | +123.4% |
| 3Y | +471.8% | +837.9% | -366.1% | +401.4% |
| 5Y | +394.5% | +817.0% | -422.5% | +324.4% |
| 10Y | +867.9% | +425.3% | +442.6% | +726.3% |
| All | +867.9% | +401.0% | +467.0% | +726.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling