+3.5%
GPN vs AIG
-1.2%
+4.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -4.3% | -1.2% | -3.2% | -3.8% |
| 30D | 0.0% | -1.1% | +1.1% | +0.5% |
| 3M | +35.8% | +0.7% | +35.1% | +35.1% |
| 6M | +22.0% | -2.2% | +24.2% | +22.8% |
| YTD | +15.2% | -10.8% | +26.0% | +20.7% |
| 1Y | +3.5% | -2.0% | +5.5% | +3.6% |
| All | +3.5% | -1.2% | +4.7% | +3.6% |
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