-65.2%
AAL vs GIS
-19.3%
-45.9%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.4% |
| 7D | -0.9% | -8.4% | +7.5% | -0.1% |
| 30D | -16.0% | -5.2% | -10.8% | -15.6% |
| 3M | -4.2% | +8.2% | -12.4% | -5.1% |
| 6M | +15.7% | -12.0% | +27.7% | +16.7% |
| YTD | -16.2% | -18.9% | +2.7% | -15.0% |
| 1Y | +0.2% | -23.6% | +23.9% | +2.2% |
| 3Y | -8.1% | -37.6% | +29.5% | -4.7% |
| 5Y | -32.2% | -25.2% | -7.0% | -32.2% |
| All | -65.2% | -19.3% | -45.9% | -64.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling