-35.9%
AAL vs GIS
-23.6%
-12.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | -1.3% | -8.6% | +7.3% | -0.8% |
| 30D | -13.7% | -0.5% | -13.3% | -13.8% |
| 3M | -8.2% | +11.9% | -20.1% | -8.8% |
| 6M | +13.1% | -11.6% | +24.7% | +13.0% |
| YTD | -15.6% | -16.3% | +0.7% | -15.7% |
| 1Y | +1.4% | -21.8% | +23.2% | +1.7% |
| 3Y | -7.4% | -35.7% | +28.2% | -6.5% |
| 5Y | -35.9% | -22.9% | -13.1% | -43.4% |
| All | -35.9% | -23.6% | -12.3% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling