+458.9%
GS vs AIG
+69.4%
+389.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.5% |
| 7D | -0.1% | +1.4% | -1.5% | -0.9% |
| 30D | +3.7% | +6.6% | -3.0% | -0.1% |
| 3M | -10.0% | +7.9% | -17.8% | -14.0% |
| 6M | -1.0% | +10.4% | -11.4% | -7.3% |
| YTD | +7.0% | -1.3% | +8.3% | +5.7% |
| 1Y | +16.6% | +11.5% | +5.1% | +7.2% |
| 3Y | +204.4% | +38.8% | +165.6% | +143.1% |
| 5Y | +160.0% | +57.8% | +102.2% | +88.4% |
| 10Y | +458.9% | +68.4% | +390.5% | +218.4% |
| All | +458.9% | +69.4% | +389.4% | +218.4% |
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