+2,104.1%
GNRC vs IAG
+53.3%
+2,050.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.1% |
| 7D | +3.2% | +1.7% | +1.5% | +3.0% |
| 30D | -9.5% | +11.4% | -21.0% | -10.3% |
| 3M | -28.5% | +33.0% | -61.6% | -30.3% |
| 6M | -10.0% | -6.0% | -4.0% | -10.1% |
| YTD | +36.7% | +24.6% | +12.2% | +33.6% |
| 1Y | +2.6% | +105.0% | -102.4% | -3.3% |
| 3Y | +61.9% | +837.9% | -776.0% | +34.9% |
| 5Y | -59.0% | +817.0% | -876.0% | -66.6% |
| 10Y | +444.8% | +425.3% | +19.5% | +339.1% |
| All | +2,104.1% | +53.3% | +2,050.8% | +1,960.2% |
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