+208.4%
GLD vs AIG
+72.2%
+136.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.4% | -6.1% | -2.7% |
| 7D | +2.8% | +2.2% | +0.6% | +2.8% |
| 30D | -4.0% | +6.9% | -10.8% | -4.0% |
| 3M | -8.2% | +6.8% | -15.0% | -8.3% |
| 6M | -14.8% | +9.2% | -24.1% | -14.9% |
| YTD | -6.8% | -1.9% | -4.9% | -6.8% |
| 1Y | -2.4% | +9.7% | -12.0% | -2.4% |
| 3Y | +105.8% | +37.9% | +67.9% | +106.0% |
| 5Y | +113.3% | +56.8% | +56.5% | +114.1% |
| 10Y | +208.4% | +67.6% | +140.8% | +198.4% |
| All | +208.4% | +72.2% | +136.2% | +198.4% |
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