+44.7%
AIG vs GTLB
-49.8%
+94.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.1% |
| 7D | -2.4% | -4.1% | +1.7% | -2.1% |
| 30D | -2.9% | +12.3% | -15.3% | -3.7% |
| 3M | +0.8% | +65.9% | -65.1% | -2.6% |
| 6M | -2.7% | +104.0% | -106.6% | -7.5% |
| YTD | -11.2% | +26.0% | -37.2% | -13.2% |
| 1Y | -1.5% | -3.5% | +2.0% | -2.3% |
| 3Y | +34.4% | -9.6% | +44.0% | +30.8% |
| All | +44.7% | -49.8% | +94.5% | +32.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling