-60.1%
GTLB vs IAG
+421.7%
-481.8%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | -0.7% | -7.7% | +6.9% | +0.1% |
| 30D | -10.2% | +1.6% | -11.8% | -10.6% |
| 3M | +10.1% | -2.4% | +12.5% | +9.8% |
| 6M | +116.5% | -7.8% | +124.3% | +116.2% |
| YTD | +27.2% | +5.0% | +22.1% | +22.7% |
| 1Y | +8.6% | +25.7% | -17.1% | +1.8% |
| 3Y | +5.6% | +694.5% | -688.9% | -28.1% |
| All | -60.1% | +421.7% | -481.8% | -75.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling