-23.2%
AIG vs GPC
+2,341.8%
-2,365.0%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.6% |
| 7D | -0.9% | +1.2% | -2.1% | -1.7% |
| 30D | -4.9% | +6.0% | -10.8% | -8.6% |
| 3M | +4.5% | +42.6% | -38.2% | -19.1% |
| 6M | -1.4% | +22.8% | -24.2% | -16.3% |
| YTD | -9.8% | +15.5% | -25.2% | -21.8% |
| 1Y | -4.5% | +2.0% | -6.6% | -10.3% |
| 3Y | +37.4% | -1.4% | +38.9% | +22.9% |
| 5Y | +55.0% | +30.6% | +24.4% | +10.3% |
| 10Y | +63.7% | +80.6% | -16.9% | -12.3% |
| All | -23.2% | +2,341.8% | -2,365.0% | -90.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling