+75.6%
GRMN vs IAG
+796.9%
-721.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.2% |
| 7D | -1.8% | -4.1% | +2.3% | -1.5% |
| 30D | -12.1% | +10.6% | -22.7% | -12.8% |
| 3M | +18.0% | +35.4% | -17.4% | +14.9% |
| 6M | +13.7% | -9.5% | +23.3% | +13.8% |
| YTD | +35.3% | +21.8% | +13.5% | +32.2% |
| 1Y | +17.2% | +84.1% | -66.9% | +10.9% |
| 3Y | +179.6% | +817.4% | -637.7% | +128.4% |
| 5Y | +75.6% | +830.1% | -754.5% | +40.6% |
| All | +75.6% | +796.9% | -721.3% | +40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling