-54.5%
GTLB vs IAG
+635.9%
-690.4%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.3% |
| 7D | -4.1% | -4.1% | 0.0% | -3.6% |
| 30D | +12.3% | +10.6% | +1.7% | +10.9% |
| 3M | +65.9% | +35.4% | +30.5% | +59.5% |
| 6M | +104.0% | -9.5% | +113.5% | +104.2% |
| YTD | +26.0% | +21.8% | +4.2% | +20.2% |
| 1Y | -3.5% | +84.1% | -87.6% | -13.6% |
| 3Y | -9.6% | +817.4% | -827.0% | -38.4% |
| All | -54.5% | +635.9% | -690.4% | -70.2% |
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 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