+34.8%
AIG vs GFI
+287.6%
-252.8%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.4% |
| 7D | -1.2% | -4.9% | +3.7% | -1.2% |
| 30D | -1.1% | +10.7% | -11.8% | -1.0% |
| 3M | +0.7% | +25.6% | -24.9% | +0.7% |
| 6M | -2.2% | -8.3% | +6.1% | -2.1% |
| YTD | -10.8% | +6.3% | -17.1% | -10.8% |
| 1Y | -2.0% | +22.1% | -24.1% | -2.2% |
| 3Y | +34.8% | +289.2% | -254.4% | +31.1% |
| All | +34.8% | +287.6% | -252.8% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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