-68.3%
AAL vs GME
+470.0%
-538.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.3% | -5.9% | -5.6% |
| 7D | +2.9% | +6.0% | -3.1% | +2.4% |
| 30D | +6.5% | -5.9% | +12.4% | +7.0% |
| 3M | -10.9% | +38.2% | -49.0% | -13.4% |
| 6M | +4.9% | +14.5% | -9.6% | +3.4% |
| YTD | -13.2% | +27.6% | -40.8% | -15.4% |
| 1Y | -1.1% | +19.9% | -21.1% | -3.2% |
| 3Y | +12.8% | +104.3% | -91.5% | -4.0% |
| 5Y | -34.4% | -49.3% | +14.9% | -40.0% |
| All | -68.3% | +470.0% | -538.2% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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