+159.7%
GILD vs AIG
+66.2%
+93.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | -4.8% | -1.2% | -3.7% | -4.6% |
| 30D | +5.8% | -1.1% | +6.8% | +6.0% |
| 3M | +14.9% | +0.7% | +14.3% | +14.7% |
| 6M | -0.4% | -2.2% | +1.8% | -0.1% |
| YTD | +18.5% | -10.8% | +29.4% | +20.5% |
| 1Y | +25.1% | -2.0% | +27.1% | +25.0% |
| 3Y | +105.9% | +34.8% | +71.1% | +94.8% |
| 5Y | +143.0% | +55.0% | +87.9% | +123.1% |
| All | +159.7% | +66.2% | +93.6% | +134.2% |
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