+19,650.5%
GD vs AIG
-19.4%
+19,670.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | 0.0% |
| 7D | -5.0% | -5.1% | +0.1% | -4.2% |
| 30D | +8.9% | +2.8% | +6.2% | +8.4% |
| 3M | -8.0% | -2.1% | -5.9% | -7.8% |
| 6M | +2.9% | +1.4% | +1.5% | +2.6% |
| YTD | +7.1% | -7.4% | +14.4% | +8.0% |
| 1Y | +5.9% | +4.4% | +1.5% | +4.8% |
| 3Y | +53.9% | +30.0% | +23.9% | +46.5% |
| 5Y | +95.4% | +47.9% | +47.6% | +80.9% |
| 10Y | +193.5% | +74.4% | +119.1% | +157.3% |
| All | +19,650.5% | -19.4% | +19,670.0% | +14,506.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling