-31.6%
AAL vs GFS
-3.7%
-27.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.7% |
| 7D | -3.7% | +1.0% | -4.7% | -4.1% |
| 30D | -20.8% | -8.6% | -12.2% | -18.4% |
| 3M | -1.3% | -46.5% | +45.3% | +22.9% |
| 6M | +5.4% | -4.8% | +10.2% | +1.7% |
| YTD | -14.4% | +29.7% | -44.0% | -29.7% |
| 1Y | +2.1% | +35.8% | -33.7% | -18.5% |
| 3Y | -10.6% | -18.3% | +7.8% | -15.4% |
| All | -31.6% | -3.7% | -27.9% | -42.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling