+160.0%
GS vs IAG
+461.2%
-301.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.3% | +2.1% |
| 7D | -0.1% | +3.4% | -3.6% | -0.5% |
| 30D | +3.7% | -2.7% | +6.4% | +3.8% |
| 3M | -10.0% | -0.5% | -9.5% | -10.2% |
| 6M | -1.0% | -4.8% | +3.8% | -1.3% |
| YTD | +7.0% | +9.6% | -2.6% | +4.8% |
| 1Y | +16.6% | +32.2% | -15.6% | +12.5% |
| 3Y | +204.4% | +692.5% | -488.1% | +151.1% |
| 5Y | +160.0% | +447.6% | -287.5% | +101.9% |
| All | +160.0% | +461.2% | -301.1% | +101.9% |
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 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