-35.9%
AAL vs GH
+24.4%
-60.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | 0.0% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -13.7% | -2.6% | -11.1% | -13.4% |
| 3M | -8.2% | +25.1% | -33.3% | -12.7% |
| 6M | +13.1% | +78.5% | -65.4% | -0.5% |
| YTD | -15.6% | +59.4% | -75.0% | -24.3% |
| 1Y | +1.4% | +173.9% | -172.4% | -19.5% |
| 3Y | -7.4% | +382.7% | -390.2% | -38.9% |
| 5Y | -35.9% | +24.4% | -60.3% | -59.3% |
| All | -35.9% | +24.4% | -60.4% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling