+2,413.5%
GRMN vs IAG
+368.9%
+2,044.7%
-87.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | +0.2% | +4.3% | -4.1% | -0.1% |
| 30D | -11.3% | +9.8% | -21.1% | -12.0% |
| 3M | +17.7% | +28.9% | -11.2% | +15.1% |
| 6M | +14.2% | -7.6% | +21.7% | +14.1% |
| YTD | +37.0% | +22.0% | +15.1% | +33.7% |
| 1Y | +17.0% | +99.5% | -82.5% | +9.7% |
| 3Y | +183.2% | +818.3% | -635.1% | +131.7% |
| 5Y | +77.3% | +785.9% | -708.6% | +41.2% |
| 10Y | +630.9% | +381.1% | +249.8% | +473.1% |
| All | +2,413.5% | +368.9% | +2,044.7% | +1,318.9% |
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