+170.7%
GD vs AIG
+68.4%
+102.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.4% | -1.9% | +0.2% |
| 7D | -1.9% | +2.2% | -4.1% | -2.7% |
| 30D | +10.9% | +6.9% | +4.1% | +8.1% |
| 3M | -6.8% | +6.8% | -13.5% | -9.1% |
| 6M | +7.0% | +9.2% | -2.2% | +3.2% |
| YTD | +11.1% | -1.9% | +13.0% | +10.9% |
| 1Y | +7.0% | +9.7% | -2.6% | +2.1% |
| 3Y | +59.9% | +37.9% | +22.0% | +37.8% |
| 5Y | +102.5% | +56.8% | +45.7% | +61.4% |
| All | +170.7% | +68.4% | +102.4% | +84.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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