-28.9%
AAL vs GD
+850.5%
-879.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.8% | -3.0% |
| 7D | +1.2% | -3.9% | +5.1% | +4.8% |
| 30D | -0.5% | +8.1% | -8.6% | -7.8% |
| 3M | -22.0% | -6.8% | -15.2% | -17.6% |
| 6M | +4.5% | +3.0% | +1.5% | 0.0% |
| YTD | -15.7% | +7.8% | -23.4% | -24.0% |
| 1Y | -3.7% | +5.8% | -9.5% | -11.8% |
| 3Y | +7.9% | +55.3% | -47.4% | -33.5% |
| 5Y | -40.7% | +96.7% | -137.4% | -72.6% |
| 10Y | -66.3% | +195.4% | -261.7% | -89.7% |
| All | -28.9% | +850.5% | -879.4% | -91.9% |
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