+32.8%
GPC vs IAG
+764.1%
-731.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.2% |
| 7D | +1.2% | -0.5% | +1.7% | +1.2% |
| 30D | +6.0% | +28.9% | -22.9% | +4.7% |
| 3M | +42.6% | +19.1% | +23.5% | +41.2% |
| 6M | +22.8% | -10.3% | +33.0% | +22.6% |
| YTD | +15.5% | +24.2% | -8.7% | +13.8% |
| 1Y | +2.0% | +116.5% | -114.4% | -1.6% |
| 3Y | -1.4% | +742.8% | -744.2% | -11.9% |
| All | +32.8% | +764.1% | -731.3% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling