+2,064.0%
GS vs AIG
-89.8%
+2,153.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | +0.9% | -0.9% | +1.9% | +1.2% |
| 30D | -1.6% | -4.9% | +3.3% | -0.2% |
| 3M | -4.5% | +4.5% | -8.9% | -6.0% |
| 6M | +20.9% | -1.4% | +22.3% | +20.8% |
| YTD | +19.9% | -9.8% | +29.7% | +22.5% |
| 1Y | +41.4% | -4.5% | +45.9% | +41.8% |
| 3Y | +239.2% | +37.4% | +201.7% | +206.9% |
| 5Y | +185.0% | +55.0% | +130.1% | +148.7% |
| 10Y | +655.0% | +63.7% | +591.3% | +531.9% |
| All | +2,064.0% | -89.8% | +2,153.9% | +3,072.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling