+457.2%
GS vs IAG
+336.8%
+120.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.7% | +7.1% | +0.9% |
| 7D | +1.6% | +16.8% | -15.3% | +0.5% |
| 30D | +1.7% | -1.5% | +3.2% | +1.6% |
| 3M | -11.6% | +0.5% | -12.1% | -11.8% |
| 6M | -1.9% | -1.0% | -0.9% | -2.3% |
| YTD | +5.1% | +12.3% | -7.2% | +3.6% |
| 1Y | +16.4% | +39.2% | -22.8% | +13.6% |
| 3Y | +199.0% | +712.3% | -513.3% | +167.6% |
| 5Y | +157.4% | +484.2% | -326.8% | +126.2% |
| 10Y | +457.2% | +382.3% | +74.9% | +397.8% |
| All | +457.2% | +336.8% | +120.4% | +397.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling