+3.3%
GPC vs IAG
+42.2%
-39.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.7% | +5.9% | -0.2% |
| 7D | +0.4% | +16.8% | -16.5% | -1.1% |
| 30D | -1.8% | -1.5% | -0.3% | -1.9% |
| 3M | -6.6% | +0.5% | -7.1% | -6.9% |
| 6M | +21.3% | -1.0% | +22.3% | +20.6% |
| YTD | +4.3% | +12.3% | -8.0% | +5.0% |
| 1Y | +3.3% | +39.2% | -36.0% | +2.8% |
| All | +3.3% | +42.2% | -39.0% | +2.8% |
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