-64.7%
AAL vs GH
+481.7%
-546.4%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -3.7% | -0.1% | -3.7% | -3.8% |
| 30D | -20.8% | -1.1% | -19.7% | -20.8% |
| 3M | -1.3% | +21.3% | -22.6% | -4.7% |
| 6M | +5.4% | +73.5% | -68.1% | -4.2% |
| YTD | -14.4% | +58.0% | -72.4% | -21.2% |
| 1Y | +2.1% | +163.1% | -161.0% | -14.0% |
| 3Y | -10.6% | +361.0% | -371.6% | -34.3% |
| 5Y | -32.2% | +22.5% | -54.8% | -46.2% |
| All | -64.7% | +481.7% | -546.4% | -77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling