+52.9%
AIG vs GGLL
+313.5%
-260.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.1% | -1.1% | 0.0% |
| 7D | -2.4% | -5.8% | +3.4% | -2.2% |
| 30D | -2.9% | -7.2% | +4.3% | -2.7% |
| 3M | +0.8% | -17.5% | +18.3% | +1.2% |
| 6M | -2.7% | +5.1% | -7.7% | -3.7% |
| YTD | -11.2% | -1.3% | -9.9% | -12.0% |
| 1Y | -1.5% | +60.2% | -61.7% | -5.5% |
| 3Y | +34.4% | +230.8% | -196.5% | +17.3% |
| All | +52.9% | +313.5% | -260.6% | +32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GGLL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling