+1,305.9%
GS vs IAG
+337.4%
+968.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.2% | -7.6% | -0.9% |
| 7D | -3.2% | +21.4% | -24.6% | -4.6% |
| 30D | -2.4% | +4.0% | -6.5% | -2.8% |
| 3M | -15.7% | +17.0% | -32.8% | -16.9% |
| 6M | -6.8% | +1.4% | -8.2% | -7.2% |
| YTD | -0.1% | +13.8% | -13.8% | -1.8% |
| 1Y | +12.1% | +55.8% | -43.7% | +7.8% |
| 3Y | +185.8% | +647.4% | -461.6% | +143.5% |
| 5Y | +140.1% | +519.1% | -379.1% | +101.5% |
| 10Y | +505.2% | +345.6% | +159.6% | +392.8% |
| All | +1,305.9% | +337.4% | +968.5% | +898.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling