+139.3%
GS vs AIG
+47.6%
+91.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.6% | +1.5% |
| 7D | -3.2% | -5.1% | +1.9% | -0.8% |
| 30D | -2.4% | +2.8% | -5.2% | -3.8% |
| 3M | -15.7% | -2.1% | -13.6% | -15.1% |
| 6M | -6.8% | +1.4% | -8.2% | -8.3% |
| YTD | -0.1% | -7.4% | +7.3% | +2.4% |
| 1Y | +12.1% | +4.4% | +7.7% | +7.1% |
| 3Y | +185.8% | +30.0% | +155.8% | +137.4% |
| All | +139.3% | +47.6% | +91.7% | +79.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling