-28.9%
AAL vs GFI
+492.0%
-520.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | -1.3% | +4.7% | -6.0% | -1.6% |
| 30D | -13.7% | +14.4% | -28.2% | -14.4% |
| 3M | -8.2% | +32.5% | -40.7% | -9.7% |
| 6M | +13.1% | -7.2% | +20.3% | +13.1% |
| YTD | -15.6% | +10.9% | -26.4% | -16.5% |
| 1Y | +1.4% | +35.5% | -34.0% | -0.8% |
| 3Y | -7.4% | +312.1% | -319.6% | -15.2% |
| 5Y | -35.9% | +524.6% | -560.5% | -43.4% |
| 10Y | -65.1% | +1,092.7% | -1,157.9% | -70.8% |
| All | -28.9% | +492.0% | -520.9% | -45.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling