+42.5%
GS vs AIG
-3.1%
+45.6%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | -0.1% |
| 7D | +3.4% | -1.6% | +5.0% | +3.4% |
| 30D | +0.2% | -5.2% | +5.4% | +0.4% |
| 3M | -0.3% | +1.5% | -1.8% | -0.8% |
| 6M | +27.4% | -3.9% | +31.3% | +27.2% |
| YTD | +19.6% | -11.6% | +31.3% | +20.0% |
| 1Y | +42.5% | -2.9% | +45.4% | +42.3% |
| All | +42.5% | -3.1% | +45.6% | +42.3% |
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