-93.8%
AIG vs GRMN
+6,536.9%
-6,630.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.7% | +0.9% |
| 7D | -1.4% | -1.4% | 0.0% | -0.9% |
| 30D | -3.3% | -13.1% | +9.8% | +1.8% |
| 3M | +2.2% | +14.9% | -12.8% | -4.0% |
| 6M | -2.1% | +13.1% | -15.2% | -8.0% |
| YTD | -11.2% | +35.3% | -46.5% | -22.6% |
| 1Y | -2.1% | +16.0% | -18.1% | -10.0% |
| 3Y | +34.4% | +179.6% | -145.2% | -16.4% |
| 5Y | +53.7% | +75.0% | -21.3% | +13.3% |
| 10Y | +64.4% | +644.1% | -579.7% | -29.7% |
| All | -93.8% | +6,536.9% | -6,630.7% | -98.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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