-10.3%
GTLB vs IAG
+796.9%
-807.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.3% |
| 7D | -4.1% | -4.1% | 0.0% | -3.8% |
| 30D | +12.3% | +10.6% | +1.7% | +11.3% |
| 3M | +65.9% | +35.4% | +30.5% | +61.6% |
| 6M | +104.0% | -9.5% | +113.5% | +104.6% |
| YTD | +26.0% | +21.8% | +4.2% | +21.6% |
| 1Y | -3.5% | +84.1% | -87.6% | -11.6% |
| All | -10.3% | +796.9% | -807.2% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling