-32.6%
AAL vs GILD
+142.1%
-174.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.5% |
| 7D | -0.9% | -4.8% | +3.9% | +0.5% |
| 30D | -12.9% | +5.8% | -18.6% | -14.4% |
| 3M | -11.2% | +14.9% | -26.1% | -15.2% |
| 6M | +17.8% | -0.4% | +18.2% | +17.5% |
| YTD | -15.1% | +18.5% | -33.7% | -20.3% |
| 1Y | +0.5% | +25.1% | -24.7% | -7.6% |
| 3Y | -7.7% | +105.9% | -113.6% | -29.9% |
| All | -32.6% | +142.1% | -174.8% | -59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 GILD 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