-10.3%
GFS vs AIG
+57.9%
-68.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -2.8% |
| 7D | +7.4% | +6.6% | +0.8% | +4.6% |
| 30D | -15.3% | +7.0% | -22.3% | -18.0% |
| 3M | -21.1% | +9.7% | -30.8% | -24.7% |
| 6M | -44.5% | +10.8% | -55.3% | -47.9% |
| YTD | +19.2% | -1.3% | +20.5% | +18.0% |
| 1Y | +27.2% | +8.4% | +18.9% | +19.5% |
| 3Y | -20.1% | +39.0% | -59.1% | -35.3% |
| 5Y | -25.6% | +59.6% | -85.2% | -43.2% |
| All | -10.3% | +57.9% | -68.2% | -31.0% |
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 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