-0.7%
GPC vs IAG
+100.7%
-101.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.8% |
| 7D | +0.2% | +4.3% | -4.1% | -0.1% |
| 30D | -0.4% | +9.8% | -10.2% | -1.2% |
| 3M | +39.2% | +28.9% | +10.3% | +36.0% |
| 6M | +18.2% | -7.6% | +25.8% | +17.2% |
| YTD | +12.1% | +22.0% | -9.9% | +10.8% |
| 1Y | -0.7% | +99.5% | -100.2% | -6.0% |
| All | -0.7% | +100.7% | -101.4% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling