+52.9%
AIG vs GGLL
+309.0%
-256.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +5.0% | +0.6% |
| 7D | -1.4% | -3.9% | +2.5% | -1.3% |
| 30D | -3.3% | -15.4% | +12.0% | -2.8% |
| 3M | +2.2% | -21.9% | +24.1% | +2.8% |
| 6M | -2.1% | +4.5% | -6.6% | -3.1% |
| YTD | -11.2% | -2.4% | -8.8% | -12.0% |
| 1Y | -2.1% | +57.8% | -59.9% | -6.0% |
| 3Y | +34.4% | +227.2% | -192.8% | +17.4% |
| All | +52.9% | +309.0% | -256.1% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling