-2.0%
AIG vs GTLB
-4.2%
+2.2%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.4% |
| 7D | -1.2% | -5.7% | +4.5% | -1.1% |
| 30D | -1.1% | +15.1% | -16.2% | -1.1% |
| 3M | +0.7% | +65.5% | -64.8% | +0.5% |
| 6M | -2.2% | +102.9% | -105.1% | -2.8% |
| YTD | -10.8% | +25.2% | -36.0% | -12.4% |
| 1Y | -2.0% | -5.5% | +3.5% | -3.7% |
| All | -2.0% | -4.2% | +2.2% | -3.7% |
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