+7.7%
AAL vs GGLL
-11.6%
+19.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.5% | -0.2% | +5.0% |
| 7D | +8.3% | -23.1% | +31.5% | +12.9% |
| 30D | +6.2% | -32.9% | +39.1% | +14.2% |
| 3M | -17.7% | -44.9% | +27.2% | -7.7% |
| 6M | +15.4% | -49.5% | +64.9% | +31.3% |
| YTD | -11.1% | -28.9% | +17.8% | -10.4% |
| 1Y | +7.7% | -12.2% | +19.9% | +7.2% |
| All | +7.7% | -11.6% | +19.4% | +7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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