+3.2%
GPN vs IAG
+86.2%
-83.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -4.6% | -1.1% | -3.5% | -4.6% |
| 30D | -0.3% | +12.1% | -12.4% | -0.5% |
| 3M | +35.4% | +25.5% | +9.9% | +34.8% |
| 6M | +21.7% | -7.1% | +28.8% | +20.6% |
| YTD | +14.9% | +22.9% | -8.0% | +15.2% |
| 1Y | +3.2% | +83.3% | -80.2% | +3.1% |
| All | +3.2% | +86.2% | -83.0% | +3.1% |
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