+64.2%
AIG vs GWW
+570.2%
-506.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.1% |
| 7D | -1.2% | -3.4% | +2.2% | +0.4% |
| 30D | -1.1% | -1.9% | +0.8% | -0.2% |
| 3M | +0.7% | -2.4% | +3.1% | +1.3% |
| 6M | -2.2% | +15.7% | -17.9% | -9.7% |
| YTD | -10.8% | +27.6% | -38.4% | -22.0% |
| 1Y | -2.0% | +27.2% | -29.2% | -14.3% |
| 3Y | +34.8% | +89.7% | -54.8% | -5.4% |
| 5Y | +55.0% | +223.9% | -168.9% | -20.4% |
| All | +64.2% | +570.2% | -506.0% | -34.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 10y: compounded portfolio wealth divided by compounded GWW 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…
10y analysis · Full analysis span regression · 6 months rolling