+486.7%
GS vs IAG
+365.5%
+121.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.6% | -0.8% |
| 7D | -3.2% | +21.4% | -24.6% | -4.4% |
| 30D | -2.4% | +4.0% | -6.5% | -2.7% |
| 3M | -15.7% | +17.0% | -32.8% | -16.7% |
| 6M | -6.8% | +1.4% | -8.2% | -7.2% |
| YTD | -0.1% | +13.8% | -13.8% | -1.5% |
| 1Y | +12.1% | +55.8% | -43.7% | +8.9% |
| 3Y | +185.8% | +647.4% | -461.6% | +157.6% |
| 5Y | +140.1% | +519.1% | -379.1% | +111.7% |
| All | +486.7% | +365.5% | +121.2% | +429.5% |
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