+1,311.0%
GS vs IAG
+308.0%
+1,003.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.5% | -6.4% |
| 7D | -6.3% | +4.5% | -10.9% | -6.7% |
| 30D | -3.1% | -5.7% | +2.5% | -2.8% |
| 3M | -17.7% | +10.1% | -27.8% | -18.4% |
| 6M | -4.6% | +7.3% | -11.8% | -5.4% |
| YTD | +0.3% | +6.1% | -5.8% | -1.0% |
| 1Y | +11.7% | +46.8% | -35.1% | +7.9% |
| 3Y | +183.6% | +573.1% | -389.5% | +143.4% |
| 5Y | +141.0% | +477.6% | -336.6% | +103.3% |
| 10Y | +507.4% | +315.7% | +191.8% | +397.1% |
| All | +1,311.0% | +308.0% | +1,003.0% | +907.3% |
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