+25.7%
GPN vs IAG
+427.6%
-401.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.9% | -0.1% |
| 7D | -4.3% | -1.1% | -3.2% | -4.3% |
| 30D | 0.0% | +12.1% | -12.1% | -0.6% |
| 3M | +35.8% | +25.5% | +10.3% | +34.0% |
| 6M | +22.0% | -7.1% | +29.1% | +21.9% |
| YTD | +15.2% | +22.9% | -7.7% | +13.2% |
| 1Y | +3.5% | +83.3% | -79.9% | -0.6% |
| 3Y | -26.9% | +808.5% | -835.5% | -36.6% |
| 5Y | -44.2% | +838.0% | -882.2% | -53.0% |
| All | +25.7% | +427.6% | -401.9% | +6.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling