-10.0%
GNRC vs IAG
-1.2%
-8.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.5% |
| 7D | +3.2% | +1.7% | +1.5% | +2.7% |
| 30D | -9.5% | +11.4% | -21.0% | -12.1% |
| 3M | -28.5% | +33.0% | -61.6% | -34.3% |
| 6M | -10.0% | -6.0% | -4.0% | -8.6% |
| All | -10.0% | -1.2% | -8.7% | -8.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling