+5.4%
AAL vs GD
-0.9%
+6.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +1.8% |
| 7D | -3.7% | -5.3% | +1.5% | -2.2% |
| 30D | -20.8% | -6.4% | -14.4% | -19.3% |
| 3M | -1.3% | +5.7% | -7.0% | -4.6% |
| 6M | +5.4% | -0.9% | +6.3% | +20.6% |
| All | +5.4% | -0.9% | +6.3% | +20.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling