+276.4%
GME vs IAG
+423.2%
-146.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +2.7% |
| 7D | +6.0% | -4.1% | +10.1% | +6.3% |
| 30D | +8.3% | +10.6% | -2.3% | +7.5% |
| 3M | -9.1% | +35.4% | -44.4% | -11.2% |
| 6M | -16.3% | -9.5% | -6.8% | -16.3% |
| YTD | +1.5% | +21.8% | -20.3% | -0.9% |
| 1Y | -16.3% | +84.1% | -100.5% | -20.9% |
| 3Y | +15.1% | +817.4% | -802.2% | -2.5% |
| 5Y | -57.2% | +830.1% | -887.3% | -64.4% |
| All | +276.4% | +423.2% | -146.7% | +211.1% |
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 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