+2.9%
GD vs AIG
-0.1%
+3.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | +0.6% |
| 7D | -5.0% | -5.1% | +0.1% | -3.4% |
| 30D | +8.9% | +2.8% | +6.2% | +8.1% |
| 3M | -8.0% | -2.1% | -5.9% | -7.3% |
| 6M | +2.9% | +1.4% | +1.5% | +2.2% |
| All | +2.9% | -0.1% | +3.0% | +2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling