-22.1%
GFS vs AIG
+34.0%
-56.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2023-09-08 to 2026-09-08.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.3% |
| 7D | +2.6% | -1.6% | +4.2% | +3.1% |
| 30D | -16.4% | -5.2% | -11.2% | -15.1% |
| 3M | -41.6% | +1.5% | -43.0% | -42.5% |
| 6M | -3.7% | -3.9% | +0.3% | -3.2% |
| YTD | +29.3% | -11.6% | +40.9% | +33.6% |
| 1Y | +37.1% | -2.9% | +40.1% | +34.7% |
| 3Y | -22.1% | +33.7% | -55.9% | -29.0% |
| All | -22.1% | +34.0% | -56.1% | -29.0% |
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 2023-09-08 to 2026-09-08: 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…
2023-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling