-4.5%
AIG vs GNRC
+6.8%
-11.3%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.2% | -0.9% |
| 7D | -0.9% | +1.9% | -2.9% | -0.9% |
| 30D | -4.9% | -13.8% | +8.9% | -4.8% |
| 3M | +4.5% | -32.6% | +37.1% | +4.6% |
| 6M | -1.4% | -15.2% | +13.7% | -3.0% |
| YTD | -9.8% | +37.4% | -47.2% | -12.3% |
| 1Y | -4.5% | +5.1% | -9.7% | -8.0% |
| All | -4.5% | +6.8% | -11.3% | -8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 1y: compounded portfolio wealth divided by compounded GNRC 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…
1y analysis · Full analysis span regression · 6 months rolling