+2,487.0%
GPN vs AIG
-92.1%
+2,579.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -4.6% | -1.2% | -3.4% | -4.4% |
| 30D | -0.3% | -1.1% | +0.8% | -0.1% |
| 3M | +35.4% | +0.7% | +34.8% | +35.2% |
| 6M | +21.7% | -2.2% | +23.8% | +22.1% |
| YTD | +14.9% | -10.8% | +25.7% | +17.0% |
| 1Y | +3.2% | -2.0% | +5.2% | +3.4% |
| 3Y | -27.1% | +34.8% | -62.0% | -30.7% |
| 5Y | -44.4% | +55.0% | -99.4% | -48.3% |
| 10Y | +27.0% | +65.1% | -38.1% | +13.4% |
| All | +2,487.0% | -92.1% | +2,579.2% | +3,202.9% |
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