+238.7%
GM vs IAG
+28.3%
+210.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -2.2% |
| 7D | +0.4% | +4.3% | -3.9% | +0.2% |
| 30D | -1.8% | +9.8% | -11.6% | -2.4% |
| 3M | +2.6% | +28.9% | -26.3% | +1.1% |
| 6M | +14.6% | -7.6% | +22.1% | +14.5% |
| YTD | +6.2% | +22.0% | -15.8% | +4.4% |
| 1Y | +48.7% | +99.5% | -50.8% | +42.0% |
| 3Y | +168.3% | +818.3% | -649.9% | +130.8% |
| 5Y | +82.8% | +785.9% | -703.1% | +53.6% |
| 10Y | +226.2% | +381.1% | -154.9% | +172.6% |
| All | +238.7% | +28.3% | +210.4% | +249.4% |
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