+25.3%
GPN vs IAG
+427.6%
-402.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -4.6% | -1.1% | -3.5% | -4.5% |
| 30D | -0.3% | +12.1% | -12.4% | -0.9% |
| 3M | +35.4% | +25.5% | +9.9% | +33.7% |
| 6M | +21.7% | -7.1% | +28.8% | +21.5% |
| YTD | +14.9% | +22.9% | -8.0% | +12.9% |
| 1Y | +3.2% | +83.3% | -80.2% | -0.9% |
| 3Y | -27.1% | +808.5% | -835.7% | -36.8% |
| 5Y | -44.4% | +838.0% | -882.3% | -53.1% |
| All | +25.3% | +427.6% | -402.3% | +6.4% |
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