+88.4%
GWW vs IAG
+796.9%
-708.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.9% |
| 6M | +15.4% | -9.5% | +24.9% | +15.3% |
| YTD | +26.7% | +21.8% | +4.9% | +26.6% |
| 1Y | +29.0% | +84.1% | -55.2% | +28.7% |
| All | +88.4% | +796.9% | -708.5% | +89.2% |
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 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