-21.1%
GIS vs AIG
+66.2%
-87.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | -6.4% | -1.2% | -5.2% | -6.3% |
| 30D | -6.1% | -1.1% | -5.0% | -6.0% |
| 3M | +7.8% | +0.7% | +7.2% | +7.7% |
| 6M | -8.8% | -2.2% | -6.6% | -8.7% |
| YTD | -19.1% | -10.8% | -8.3% | -18.3% |
| 1Y | -24.8% | -2.0% | -22.7% | -24.7% |
| 3Y | -37.6% | +34.8% | -72.4% | -39.4% |
| 5Y | -25.4% | +55.0% | -80.5% | -28.9% |
| All | -21.1% | +66.2% | -87.2% | -25.1% |
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