+0.5%
AAL vs GFI
+26.4%
-26.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.5% |
| 7D | -0.9% | -4.9% | +3.9% | -0.1% |
| 30D | -12.9% | +10.7% | -23.6% | -14.5% |
| 3M | -11.2% | +25.6% | -36.8% | -15.2% |
| 6M | +17.8% | -8.3% | +26.1% | +16.6% |
| YTD | -15.1% | +6.3% | -21.4% | -17.9% |
| 1Y | +0.5% | +22.1% | -21.6% | -6.4% |
| All | +0.5% | +26.4% | -26.0% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling