-2.7%
AIG vs GAP
-6.7%
+4.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.1% |
| 7D | -2.4% | -6.3% | +3.9% | -2.0% |
| 30D | -2.9% | -0.2% | -2.7% | -3.0% |
| 3M | +0.8% | 0.0% | +0.8% | +0.4% |
| 6M | -2.7% | -8.1% | +5.5% | -2.5% |
| All | -2.7% | -6.7% | +4.0% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 6mo: compounded portfolio wealth divided by compounded GAP 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…
6mo analysis · Full analysis span regression · 6 months rolling