-64.8%
AAL vs GFI
+1,066.8%
-1,131.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.3% |
| 7D | -0.9% | -4.9% | +3.9% | -0.6% |
| 30D | -12.9% | +10.7% | -23.6% | -13.6% |
| 3M | -11.2% | +25.6% | -36.8% | -12.9% |
| 6M | +17.8% | -8.3% | +26.1% | +17.9% |
| YTD | -15.1% | +6.3% | -21.4% | -16.1% |
| 1Y | +0.5% | +22.1% | -21.6% | -1.8% |
| 3Y | -7.7% | +289.2% | -296.9% | -17.3% |
| 5Y | -31.3% | +531.7% | -563.0% | -42.0% |
| All | -64.8% | +1,066.8% | -1,131.6% | -70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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