-52.0%
GTLB vs IAG
+650.2%
-702.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.3% |
| 7D | +11.1% | -0.5% | +11.6% | +11.1% |
| 30D | +37.8% | +28.9% | +8.9% | +33.7% |
| 3M | +61.6% | +19.1% | +42.4% | +57.5% |
| 6M | +98.9% | -10.3% | +109.2% | +99.3% |
| YTD | +32.8% | +24.2% | +8.6% | +26.4% |
| 1Y | +14.7% | +116.5% | -101.8% | +0.4% |
| 3Y | +1.3% | +742.8% | -741.5% | -30.0% |
| All | -52.0% | +650.2% | -702.2% | -68.7% |
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