+23.2%
GH vs AIG
+52.4%
-29.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -1.2% | -2.4% | +1.1% | -0.5% |
| 30D | -3.7% | -2.9% | -0.7% | -2.8% |
| 3M | +21.7% | +0.8% | +20.9% | +20.8% |
| 6M | +75.7% | -2.7% | +78.4% | +76.3% |
| YTD | +55.7% | -11.2% | +66.9% | +60.6% |
| 1Y | +181.1% | -1.5% | +182.6% | +176.1% |
| 3Y | +371.6% | +34.4% | +337.3% | +291.5% |
| 5Y | +23.2% | +54.4% | -31.2% | +2.3% |
| All | +23.2% | +52.4% | -29.2% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling