-67.1%
AAL vs GD
+190.6%
-257.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.6% | +2.5% |
| 7D | +4.6% | -5.0% | +9.6% | +8.9% |
| 30D | +2.6% | +8.9% | -6.4% | -4.8% |
| 3M | -17.8% | -8.0% | -9.7% | -12.5% |
| 6M | +1.9% | +2.9% | -1.0% | -2.0% |
| YTD | -14.0% | +7.1% | -21.1% | -21.3% |
| 1Y | +0.2% | +5.9% | -5.7% | -7.5% |
| 3Y | +13.0% | +53.9% | -40.8% | -27.2% |
| 5Y | -39.6% | +95.4% | -135.0% | -70.9% |
| All | -67.1% | +190.6% | -257.7% | -87.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling