-12.3%
GFS vs AIG
+51.8%
-64.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.4% | +2.5% | +3.9% |
| 7D | -3.1% | -3.4% | +0.2% | -1.9% |
| 30D | -16.0% | +3.4% | -19.4% | -17.6% |
| 3M | -24.7% | +1.7% | -26.4% | -25.7% |
| 6M | -45.1% | +5.7% | -50.8% | -47.4% |
| YTD | +16.5% | -5.1% | +21.6% | +17.1% |
| 1Y | +19.3% | +6.1% | +13.3% | +12.7% |
| 3Y | -20.0% | +35.5% | -55.4% | -34.6% |
| 5Y | -32.0% | +51.9% | -84.0% | -47.1% |
| All | -12.3% | +51.8% | -64.1% | -31.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling