+218.2%
GLD vs AIG
+63.9%
+154.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +0.1% | -1.4% | +1.6% | +0.1% |
| 30D | +0.2% | -3.3% | +3.5% | +0.2% |
| 3M | +3.2% | +2.2% | +1.0% | +3.2% |
| 6M | -14.6% | -2.1% | -12.5% | -14.6% |
| YTD | +1.8% | -11.2% | +13.0% | +1.7% |
| 1Y | +20.7% | -2.1% | +22.9% | +20.7% |
| 3Y | +126.5% | +34.4% | +92.1% | +127.1% |
| 5Y | +140.0% | +53.7% | +86.3% | +141.2% |
| 10Y | +218.2% | +64.4% | +153.8% | +208.8% |
| All | +218.2% | +63.9% | +154.4% | +208.8% |
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