+79.2%
GPC vs IAG
+336.8%
-257.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +5.9% | -0.4% |
| 7D | +0.4% | +16.8% | -16.5% | -0.4% |
| 30D | -1.8% | -1.5% | -0.3% | -1.9% |
| 3M | -6.6% | +0.5% | -7.1% | -6.8% |
| 6M | +21.3% | -1.0% | +22.3% | +20.9% |
| YTD | +4.3% | +12.3% | -8.0% | +3.1% |
| 1Y | +3.3% | +39.2% | -36.0% | +1.2% |
| 3Y | +0.8% | +712.3% | -711.5% | -9.6% |
| 5Y | +7.4% | +484.2% | -476.8% | -4.6% |
| 10Y | +79.2% | +382.3% | -303.0% | +56.5% |
| All | +79.2% | +336.8% | -257.5% | +56.5% |
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