+12.6%
GTLB vs IAG
+56.5%
-43.9%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.2% | -10.2% | -0.2% |
| 7D | -9.7% | +1.1% | -10.8% | -9.7% |
| 30D | +1.7% | -5.3% | +6.9% | +1.7% |
| 3M | +43.6% | +18.0% | +25.5% | +43.9% |
| 6M | +113.0% | +7.1% | +105.9% | +112.8% |
| YTD | +39.5% | +5.9% | +33.6% | +37.4% |
| 1Y | +12.6% | +59.4% | -46.8% | +4.2% |
| All | +12.6% | +56.5% | -43.9% | +4.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling