+34.8%
AIG vs GPC
-2.2%
+37.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -1.2% | -3.2% | +2.0% | -0.5% |
| 30D | -1.1% | +0.5% | -1.6% | -1.2% |
| 3M | +0.7% | +31.7% | -31.1% | -5.2% |
| 6M | -2.2% | +24.7% | -26.9% | -7.0% |
| YTD | -10.8% | +11.8% | -22.6% | -14.0% |
| 1Y | -2.0% | -3.0% | +0.9% | -2.2% |
| 3Y | +34.8% | -1.1% | +35.9% | +30.0% |
| All | +34.8% | -2.2% | +37.0% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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