+64.2%
AIG vs GNRC
+448.8%
-384.7%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | -0.2% |
| 7D | -1.2% | -0.2% | -1.0% | -1.1% |
| 30D | -1.1% | -15.7% | +14.7% | +2.2% |
| 3M | +0.7% | -27.3% | +28.0% | +6.3% |
| 6M | -2.2% | -12.1% | +9.9% | -2.1% |
| YTD | -10.8% | +37.1% | -48.0% | -19.7% |
| 1Y | -2.0% | -0.5% | -1.6% | -6.1% |
| 3Y | +34.8% | +61.5% | -26.7% | +10.5% |
| 5Y | +55.0% | -58.6% | +113.6% | +76.6% |
| All | +64.2% | +448.8% | -384.7% | -33.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling