-24.4%
AIG vs GAP
+2,145.7%
-2,170.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.0% | +1.7% |
| 7D | -1.4% | -3.2% | +1.7% | -0.6% |
| 30D | -3.3% | -0.7% | -2.6% | -3.5% |
| 3M | +2.2% | -0.5% | +2.6% | +1.5% |
| 6M | -2.1% | -5.0% | +2.9% | -2.5% |
| YTD | -11.2% | -14.7% | +3.5% | -9.7% |
| 1Y | -2.1% | -8.6% | +6.5% | -3.2% |
| 3Y | +34.4% | +108.4% | -74.0% | -6.5% |
| 5Y | +53.7% | +5.8% | +47.9% | +20.7% |
| 10Y | +64.4% | +29.6% | +34.7% | +3.8% |
| All | -24.4% | +2,145.7% | -2,170.1% | -79.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling