+19,851.2%
GD vs AIG
-21.5%
+19,872.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -0.9% | -1.6% |
| 7D | -5.3% | -0.9% | -4.3% | -5.1% |
| 30D | -6.4% | -4.9% | -1.5% | -5.7% |
| 3M | +5.7% | +4.5% | +1.2% | +4.9% |
| 6M | -0.9% | -1.4% | +0.5% | -0.8% |
| YTD | +8.2% | -9.8% | +18.0% | +9.6% |
| 1Y | +13.4% | -4.5% | +18.0% | +13.8% |
| 3Y | +68.5% | +37.4% | +31.0% | +59.0% |
| 5Y | +97.2% | +55.0% | +42.2% | +81.2% |
| 10Y | +190.2% | +63.7% | +126.5% | +156.8% |
| All | +19,851.2% | -21.5% | +19,872.8% | +14,723.8% |
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