-24.4%
AIG vs GSK
+1,660.2%
-1,684.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | -1.4% | -3.6% | +2.1% | +0.2% |
| 30D | -3.3% | -5.9% | +2.6% | -0.7% |
| 3M | +2.2% | -4.3% | +6.4% | +3.8% |
| 6M | -2.1% | -10.8% | +8.7% | +2.4% |
| YTD | -11.2% | +1.8% | -13.0% | -13.0% |
| 1Y | -2.1% | +23.5% | -25.6% | -12.8% |
| 3Y | +34.4% | +49.5% | -15.2% | +6.0% |
| 5Y | +53.7% | +49.7% | +4.0% | +19.1% |
| 10Y | +64.4% | +81.9% | -17.5% | +15.0% |
| All | -24.4% | +1,660.2% | -1,684.6% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling