+170.5%
GM vs IAG
+804.5%
-634.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.6% |
| 7D | -2.4% | -1.1% | -1.4% | -2.4% |
| 30D | -1.1% | +12.1% | -13.2% | -1.5% |
| 3M | +6.1% | +25.5% | -19.4% | +5.3% |
| 6M | +15.0% | -7.1% | +22.1% | +14.2% |
| YTD | +6.0% | +22.9% | -16.9% | +5.4% |
| 1Y | +47.1% | +83.3% | -36.3% | +45.5% |
| 3Y | +170.5% | +808.5% | -638.0% | +138.7% |
| All | +170.5% | +804.5% | -634.0% | +138.7% |
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 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