+185.7%
GS vs IAG
+764.1%
-578.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.3% |
| 7D | +0.9% | -0.5% | +1.5% | +1.0% |
| 30D | -1.6% | +28.9% | -30.5% | -4.1% |
| 3M | -4.5% | +19.1% | -23.6% | -6.4% |
| 6M | +20.9% | -10.3% | +31.1% | +20.8% |
| YTD | +19.9% | +24.2% | -4.3% | +16.3% |
| 1Y | +41.4% | +116.5% | -75.1% | +31.0% |
| 3Y | +239.2% | +742.8% | -503.6% | +178.2% |
| All | +185.7% | +764.1% | -578.4% | +111.6% |
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