+15.9%
GS vs AIG
+6.5%
+9.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.4% | +2.2% | +4.6% |
| 7D | +0.8% | -3.4% | +4.2% | +0.8% |
| 30D | +1.2% | +3.4% | -2.1% | +1.2% |
| 3M | -12.4% | +1.7% | -14.2% | -12.4% |
| 6M | -2.3% | +5.7% | -8.0% | -2.5% |
| YTD | +4.6% | -5.1% | +9.7% | +4.5% |
| All | +15.9% | +6.5% | +9.4% | +13.4% |
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 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