+164.9%
GD vs AIG
+66.9%
+98.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +1.9% | +2.0% | -0.1% | +1.1% |
| 30D | +9.2% | +6.3% | +2.9% | +6.7% |
| 3M | -7.5% | +9.2% | -16.6% | -10.6% |
| 6M | +5.8% | +9.5% | -3.7% | +1.9% |
| YTD | +9.8% | -1.6% | +11.4% | +9.5% |
| 1Y | +5.8% | +8.5% | -2.7% | +1.4% |
| 3Y | +58.0% | +38.3% | +19.7% | +36.1% |
| 5Y | +100.4% | +59.0% | +41.4% | +58.9% |
| All | +164.9% | +66.9% | +98.0% | +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