-4.5%
AIG vs GTLB
+14.4%
-19.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | -0.9% | +11.1% | -12.0% | -0.9% |
| 30D | -4.9% | +37.8% | -42.7% | -4.8% |
| 3M | +4.5% | +61.6% | -57.1% | +4.5% |
| 6M | -1.4% | +98.9% | -100.4% | -1.8% |
| YTD | -9.8% | +32.8% | -42.6% | -11.5% |
| 1Y | -4.5% | +14.7% | -19.2% | -5.6% |
| All | -4.5% | +14.4% | -19.0% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling