+1,704.0%
GS vs AIG
-89.6%
+1,793.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.9% | +3.6% | +0.7% |
| 7D | -3.2% | -5.1% | +1.9% | -1.8% |
| 30D | -2.4% | +2.8% | -5.2% | -3.2% |
| 3M | -15.7% | -2.1% | -13.6% | -15.4% |
| 6M | -6.8% | +1.4% | -8.2% | -7.6% |
| YTD | -0.1% | -7.4% | +7.3% | +1.2% |
| 1Y | +12.1% | +4.4% | +7.7% | +9.6% |
| 3Y | +185.8% | +30.0% | +155.8% | +162.3% |
| 5Y | +140.1% | +47.9% | +92.2% | +111.8% |
| 10Y | +505.2% | +74.4% | +430.9% | +397.7% |
| All | +1,704.0% | -89.6% | +1,793.6% | +2,521.1% |
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