+557.4%
GWW vs IAG
+423.2%
+134.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -3.1% | -4.1% | +0.9% | -3.1% |
| 30D | -2.3% | +10.6% | -13.0% | -2.5% |
| 3M | -3.3% | +35.4% | -38.7% | -3.8% |
| 6M | +15.4% | -9.5% | +24.9% | +15.4% |
| YTD | +26.7% | +21.8% | +4.9% | +26.3% |
| 1Y | +29.0% | +84.1% | -55.2% | +27.9% |
| 3Y | +89.0% | +817.4% | -728.4% | +83.3% |
| 5Y | +221.8% | +830.1% | -608.3% | +207.4% |
| All | +557.4% | +423.2% | +134.2% | +526.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling