-27.8%
AAL vs GD
+854.0%
-881.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +2.9% |
| 7D | -3.7% | -5.3% | +1.5% | +1.1% |
| 30D | -20.8% | -6.4% | -14.4% | -16.1% |
| 3M | -1.3% | +5.7% | -7.0% | -7.2% |
| 6M | +5.4% | -0.9% | +6.3% | +4.5% |
| YTD | -14.4% | +8.2% | -22.5% | -22.7% |
| 1Y | +2.1% | +13.4% | -11.3% | -12.1% |
| 3Y | -10.6% | +68.5% | -79.1% | -49.7% |
| 5Y | -32.2% | +97.2% | -129.4% | -68.6% |
| 10Y | -62.7% | +190.2% | -252.9% | -88.3% |
| All | -27.8% | +854.0% | -881.8% | -91.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling