+18.2%
GLD vs AIG
-1.7%
+19.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.4% | -2.4% | -1.0% | -3.4% |
| 30D | -1.1% | -2.9% | +1.8% | -1.2% |
| 3M | +5.8% | +0.8% | +5.0% | +5.8% |
| 6M | -17.1% | -2.7% | -14.4% | -17.1% |
| YTD | 0.0% | -11.2% | +11.2% | -0.7% |
| 1Y | +18.2% | -1.5% | +19.7% | +19.0% |
| All | +18.2% | -1.7% | +19.9% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling