-0.8%
GFS vs AIG
+42.1%
-42.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +4.5% | -1.4% | +5.9% | +5.2% |
| 30D | -8.2% | -3.3% | -4.9% | -6.9% |
| 3M | -38.9% | +2.2% | -41.0% | -40.2% |
| 6M | -2.9% | -2.1% | -0.8% | -3.1% |
| YTD | +31.8% | -11.2% | +43.0% | +37.3% |
| 1Y | +43.1% | -2.1% | +45.2% | +40.4% |
| 3Y | -20.6% | +34.4% | -55.0% | -35.2% |
| All | -0.8% | +42.1% | -42.9% | -19.7% |
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