+37.9%
AIG vs GGLL
+157.4%
-119.5%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.6% | +4.0% | +3.4% |
| 7D | +2.2% | +5.1% | -2.9% | +2.2% |
| 30D | +6.9% | -35.5% | +42.3% | +7.1% |
| 3M | +6.8% | -39.2% | +45.9% | +7.1% |
| 6M | +9.2% | -54.4% | +63.6% | +10.0% |
| YTD | -1.9% | -29.8% | +27.9% | -2.4% |
| 1Y | +9.7% | -20.4% | +30.1% | +8.8% |
| 3Y | +37.9% | +149.7% | -111.8% | +30.4% |
| All | +37.9% | +157.4% | -119.5% | +30.4% |
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