+7.7%
AAL vs GIS
-17.8%
+25.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.2% | +1.1% | +5.6% |
| 7D | +8.3% | +8.5% | -0.1% | +7.3% |
| 30D | +6.2% | +15.3% | -9.1% | +4.8% |
| 3M | -17.7% | +0.9% | -18.6% | -18.4% |
| 6M | +15.4% | +7.9% | +7.5% | +13.8% |
| YTD | -11.1% | -17.6% | +6.5% | -16.3% |
| 1Y | +7.7% | -17.4% | +25.1% | +1.3% |
| All | +7.7% | -17.8% | +25.5% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling