+172.2%
GRMN vs IAG
+817.0%
-644.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.4% |
| 7D | -1.4% | +1.7% | -3.1% | -1.5% |
| 30D | -13.1% | +11.4% | -24.5% | -13.8% |
| 3M | +14.9% | +33.0% | -18.1% | +12.2% |
| 6M | +13.1% | -6.0% | +19.1% | +12.9% |
| YTD | +35.3% | +24.6% | +10.7% | +32.6% |
| 1Y | +16.0% | +105.0% | -89.0% | +9.8% |
| All | +172.2% | +817.0% | -644.8% | +126.0% |
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