+97.2%
GD vs AIG
+54.7%
+42.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.5% |
| 7D | -5.3% | -0.9% | -4.3% | -5.0% |
| 30D | -6.4% | -4.9% | -1.5% | -5.0% |
| 3M | +5.7% | +4.5% | +1.2% | +4.2% |
| 6M | -0.9% | -1.4% | +0.5% | -0.8% |
| YTD | +8.2% | -9.8% | +18.0% | +11.0% |
| 1Y | +13.4% | -4.5% | +18.0% | +14.0% |
| 3Y | +68.5% | +37.4% | +31.0% | +49.7% |
| All | +97.2% | +54.7% | +42.6% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling