-7.7%
AAL vs GFS
-20.2%
+12.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -0.3% | +2.6% | -2.9% | -1.2% |
| 30D | -19.0% | -16.4% | -2.6% | -14.0% |
| 3M | -5.1% | -41.6% | +36.5% | +12.7% |
| 6M | +15.5% | -3.7% | +19.2% | +10.3% |
| YTD | -15.8% | +29.3% | -45.1% | -31.5% |
| 1Y | -0.3% | +37.1% | -37.4% | -21.8% |
| 3Y | -7.7% | -22.1% | +14.5% | -14.5% |
| All | -7.7% | -20.2% | +12.6% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 3y: compounded portfolio wealth divided by compounded GFS 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…
3y analysis · Full analysis span regression · 6 months rolling