-16.0%
AIG vs GPC
+2,081.1%
-2,097.1%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | -0.1% | +0.1% |
| 7D | +6.6% | +0.4% | +6.1% | +6.2% |
| 30D | +7.0% | -6.3% | +13.3% | +11.4% |
| 3M | +9.7% | -8.2% | +17.9% | +15.4% |
| 6M | +10.8% | +27.1% | -16.3% | -8.1% |
| YTD | -1.3% | +3.1% | -4.4% | -8.2% |
| 1Y | +8.4% | +0.1% | +8.3% | +2.8% |
| 3Y | +39.0% | +0.2% | +38.8% | +22.4% |
| 5Y | +59.6% | +4.9% | +54.7% | +32.2% |
| 10Y | +68.4% | +75.2% | -6.8% | -8.6% |
| All | -16.0% | +2,081.1% | -2,097.1% | -88.8% |
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