+722.8%
GLD vs AIG
-88.9%
+811.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.8% | -1.1% |
| 7D | -2.0% | +1.4% | -3.4% | -2.0% |
| 30D | -4.4% | +6.6% | -11.1% | -4.4% |
| 3M | -8.9% | +7.9% | -16.8% | -8.9% |
| 6M | -16.0% | +10.4% | -26.4% | -15.9% |
| YTD | -7.9% | -1.3% | -6.6% | -7.9% |
| 1Y | -3.9% | +11.5% | -15.3% | -3.8% |
| 3Y | +103.4% | +38.8% | +64.6% | +104.1% |
| 5Y | +109.7% | +57.8% | +51.9% | +110.9% |
| 10Y | +211.8% | +68.4% | +143.4% | +214.3% |
| All | +722.8% | -88.9% | +811.7% | +689.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling