-26.9%
GPN vs IAG
+796.9%
-823.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.2% | +3.9% | +1.8% |
| 7D | -3.5% | -4.1% | +0.6% | -3.4% |
| 30D | +3.1% | +10.6% | -7.5% | +2.8% |
| 3M | +42.3% | +35.4% | +6.9% | +40.7% |
| 6M | +20.9% | -9.5% | +30.4% | +20.7% |
| YTD | +15.2% | +21.8% | -6.6% | +14.1% |
| 1Y | +5.4% | +84.1% | -78.7% | +2.8% |
| All | -26.9% | +796.9% | -823.8% | -33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling