+33.7%
AIG vs GGLL
+247.9%
-214.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | -1.6% | +1.9% | -3.4% | -1.6% |
| 30D | -5.2% | -9.7% | +4.5% | -5.1% |
| 3M | +1.5% | -18.0% | +19.5% | +1.6% |
| 6M | -3.9% | +15.3% | -19.2% | -4.7% |
| YTD | -11.6% | +2.2% | -13.8% | -12.2% |
| 1Y | -2.9% | +73.1% | -76.0% | -5.5% |
| 3Y | +33.7% | +242.7% | -209.0% | +22.2% |
| All | +33.7% | +247.9% | -214.2% | +22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling