-8.4%
AIG vs GLXY
+7.0%
-15.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -7.0% | +7.5% | +0.3% |
| 7D | -1.4% | +4.5% | -6.0% | -1.3% |
| 30D | -3.3% | +28.8% | -32.2% | -2.8% |
| 3M | +2.2% | -23.0% | +25.2% | +2.3% |
| 6M | -2.1% | +17.0% | -19.1% | -2.0% |
| YTD | -11.2% | +12.5% | -23.7% | -11.1% |
| 1Y | -2.1% | -5.4% | +3.3% | -1.3% |
| All | -8.4% | +7.0% | -15.4% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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