-27.6%
AAL vs GIS
+206.6%
-234.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.4% | -2.1% |
| 7D | -0.1% | -3.4% | +3.3% | +1.4% |
| 30D | +11.7% | +6.9% | +4.8% | +8.2% |
| 3M | -12.5% | -10.1% | -2.4% | -9.1% |
| 6M | +3.6% | +5.9% | -2.2% | -0.6% |
| YTD | -14.1% | -21.1% | +7.0% | -6.7% |
| 1Y | +0.8% | -22.5% | +23.3% | +10.2% |
| 3Y | +11.8% | -39.0% | +50.8% | +33.4% |
| 5Y | -35.1% | -33.3% | -1.8% | -29.9% |
| 10Y | -68.3% | -17.0% | -51.2% | -73.7% |
| All | -27.6% | +206.6% | -234.2% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling