-65.5%
AAL vs GH
+473.1%
-538.6%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.3% |
| 7D | -0.9% | -1.2% | +0.3% | -0.7% |
| 30D | -16.0% | -3.7% | -12.3% | -15.6% |
| 3M | -4.2% | +21.7% | -25.9% | -7.6% |
| 6M | +15.7% | +75.7% | -60.1% | +4.9% |
| YTD | -16.2% | +55.7% | -71.9% | -22.7% |
| 1Y | +0.2% | +181.1% | -180.9% | -16.4% |
| 3Y | -8.1% | +371.6% | -379.7% | -32.7% |
| 5Y | -32.2% | +23.2% | -55.4% | -46.2% |
| All | -65.5% | +473.1% | -538.6% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 10y: compounded portfolio wealth divided by compounded GH 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…
10y analysis · Full analysis span regression · 6 months rolling