+438.8%
GS vs AIG
+67.5%
+371.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.1% |
| 7D | +5.9% | +6.6% | -0.7% | +2.2% |
| 30D | +4.3% | +7.0% | -2.7% | +0.3% |
| 3M | -11.7% | +9.7% | -21.4% | -16.4% |
| 6M | -3.2% | +10.8% | -14.0% | -9.6% |
| YTD | +5.8% | -1.3% | +7.1% | +4.6% |
| 1Y | +16.0% | +8.4% | +7.7% | +8.4% |
| 3Y | +199.8% | +39.0% | +160.8% | +139.2% |
| 5Y | +155.5% | +59.6% | +95.9% | +84.0% |
| All | +438.8% | +67.5% | +371.3% | +214.0% |
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 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