+1,586.5%
GS vs IAG
+377.5%
+1,209.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.2% |
| 7D | +0.9% | -0.5% | +1.5% | +1.0% |
| 30D | -1.6% | +28.9% | -30.5% | -3.5% |
| 3M | -4.5% | +19.1% | -23.6% | -5.9% |
| 6M | +20.9% | -10.3% | +31.1% | +21.1% |
| YTD | +19.9% | +24.2% | -4.3% | +17.1% |
| 1Y | +41.4% | +116.5% | -75.1% | +32.9% |
| 3Y | +239.2% | +742.8% | -503.6% | +186.5% |
| 5Y | +185.0% | +753.3% | -568.3% | +134.3% |
| 10Y | +655.0% | +403.2% | +251.8% | +507.7% |
| All | +1,586.5% | +377.5% | +1,209.0% | +1,091.6% |
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 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