+53.1%
AIG vs GSK
+47.2%
+5.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.2% | -3.5% | +2.4% | -0.3% |
| 30D | -1.1% | -3.4% | +2.4% | -0.3% |
| 3M | +0.7% | -8.1% | +8.8% | +2.6% |
| 6M | -2.2% | -11.1% | +9.0% | +0.4% |
| YTD | -10.8% | +0.7% | -11.6% | -11.5% |
| 1Y | -2.0% | +20.1% | -22.2% | -7.4% |
| 3Y | +34.8% | +46.1% | -11.3% | +17.8% |
| All | +53.1% | +47.2% | +5.9% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 5y: compounded portfolio wealth divided by compounded GSK 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…
5y analysis · Full analysis span regression · 6 months rolling