+165.2%
GD vs AIG
+67.5%
+97.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +2.7% | +6.6% | -3.9% | +0.2% |
| 30D | +8.6% | +7.0% | +1.6% | +5.8% |
| 3M | -7.1% | +9.7% | -16.8% | -10.4% |
| 6M | +7.5% | +10.8% | -3.3% | +3.0% |
| YTD | +9.9% | -1.3% | +11.2% | +9.4% |
| 1Y | +7.6% | +8.4% | -0.8% | +3.1% |
| 3Y | +56.2% | +39.0% | +17.2% | +34.2% |
| 5Y | +100.6% | +59.6% | +41.0% | +58.9% |
| All | +165.2% | +67.5% | +97.7% | +80.4% |
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