-32.6%
AAL vs GFI
+524.1%
-556.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -13.5% |
| 3M | -11.2% | +25.6% | -36.8% | -12.8% |
| 6M | +17.8% | -8.3% | +26.1% | +17.5% |
| YTD | -15.1% | +6.3% | -21.4% | -16.0% |
| 1Y | +0.5% | +22.1% | -21.6% | -1.3% |
| 3Y | -7.7% | +289.2% | -296.9% | -14.1% |
| All | -32.6% | +524.1% | -556.7% | -36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling