+140.2%
GS vs IAG
+473.8%
-333.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.5% | -6.4% |
| 7D | -6.3% | +4.5% | -10.9% | -6.8% |
| 30D | -3.1% | -5.7% | +2.5% | -2.7% |
| 3M | -17.7% | +10.1% | -27.8% | -18.6% |
| 6M | -4.6% | +7.3% | -11.8% | -5.7% |
| YTD | +0.3% | +6.1% | -5.8% | -1.4% |
| 1Y | +11.7% | +46.8% | -35.1% | +7.1% |
| 3Y | +183.6% | +573.1% | -389.5% | +137.2% |
| All | +140.2% | +473.8% | -333.6% | +84.1% |
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