-2.4%
GFS vs AIG
+44.3%
-46.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.9% |
| 7D | +1.0% | -0.9% | +1.9% | +1.4% |
| 30D | -8.6% | -4.9% | -3.7% | -6.6% |
| 3M | -46.5% | +4.5% | -51.0% | -48.3% |
| 6M | -4.8% | -1.4% | -3.4% | -5.3% |
| YTD | +29.7% | -9.8% | +39.5% | +34.1% |
| 1Y | +35.8% | -4.5% | +40.4% | +35.3% |
| 3Y | -18.3% | +37.4% | -55.8% | -34.0% |
| All | -2.4% | +44.3% | -46.7% | -21.5% |
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