+13.0%
AAL vs GGLL
+154.9%
-141.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.6% |
| 7D | +4.6% | +3.1% | +1.5% | +3.9% |
| 30D | +2.6% | -36.3% | +38.9% | +12.4% |
| 3M | -17.8% | -40.4% | +22.6% | -8.8% |
| 6M | +1.9% | -54.6% | +56.5% | +19.3% |
| YTD | -14.0% | -31.1% | +17.1% | -10.3% |
| 1Y | +0.2% | -19.2% | +19.4% | +0.1% |
| 3Y | +13.0% | +151.5% | -138.5% | -19.2% |
| All | +13.0% | +154.9% | -141.9% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling