+942.4%
GPN vs IAG
+378.9%
+563.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.1% | -4.8% | -2.8% |
| 7D | -6.2% | +1.7% | -7.9% | -6.3% |
| 30D | +1.0% | +11.4% | -10.4% | +0.4% |
| 3M | +36.9% | +33.0% | +3.9% | +34.4% |
| 6M | +16.8% | -6.0% | +22.8% | +16.6% |
| YTD | +13.2% | +24.6% | -11.3% | +10.9% |
| 1Y | +1.4% | +105.0% | -103.5% | -3.8% |
| 3Y | -28.6% | +837.9% | -866.5% | -39.1% |
| 5Y | -47.0% | +817.0% | -864.0% | -55.8% |
| 10Y | +25.2% | +425.3% | -400.2% | +3.3% |
| All | +942.4% | +378.9% | +563.5% | +714.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling