-8.4%
AAL vs GH
+373.6%
-382.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -0.3% | -2.1% | +1.8% | 0.0% |
| 30D | -19.0% | -4.5% | -14.6% | -18.5% |
| 3M | -5.1% | +28.9% | -34.0% | -9.3% |
| 6M | +15.5% | +76.5% | -61.0% | +4.3% |
| YTD | -15.8% | +57.6% | -73.4% | -22.9% |
| 1Y | -0.3% | +167.5% | -167.9% | -16.5% |
| All | -8.4% | +373.6% | -382.0% | -32.6% |
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