+399.9%
GH vs AIG
+71.4%
+328.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.3% |
| 7D | -2.1% | -1.6% | -0.5% | -1.7% |
| 30D | -4.5% | -5.2% | +0.8% | -3.1% |
| 3M | +28.9% | +1.5% | +27.4% | +28.0% |
| 6M | +76.5% | -3.9% | +80.5% | +77.7% |
| YTD | +57.6% | -11.6% | +69.2% | +61.7% |
| 1Y | +167.5% | -2.9% | +170.5% | +165.9% |
| 3Y | +377.4% | +33.7% | +343.7% | +327.7% |
| 5Y | +23.8% | +52.7% | -28.8% | +6.2% |
| All | +399.9% | +71.4% | +328.5% | +346.7% |
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 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