+19.7%
AAL vs GH
+598.2%
-578.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +3.4% | -8.2% | +11.6% | +4.8% |
| 30D | +11.7% | -4.9% | +16.6% | +12.4% |
| 3M | -7.8% | -6.2% | -1.5% | -7.4% |
| 6M | +10.2% | +60.0% | -49.8% | +1.0% |
| YTD | -8.0% | +51.5% | -59.6% | -15.5% |
| 1Y | +8.5% | +58.4% | -49.9% | -1.1% |
| All | +19.7% | +598.2% | -578.5% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling