-32.5%
AAL vs GME
-62.6%
+30.1%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.5% |
| 7D | -0.3% | +0.4% | -0.7% | -0.4% |
| 30D | -19.0% | -1.4% | -17.6% | -18.9% |
| 3M | -5.1% | -15.1% | +10.1% | -3.3% |
| 6M | +15.5% | -22.5% | +38.0% | +18.7% |
| YTD | -15.8% | -5.9% | -9.9% | -15.7% |
| 1Y | -0.3% | -18.6% | +18.3% | +1.5% |
| 3Y | -7.7% | +6.7% | -14.3% | -24.6% |
| 5Y | -32.5% | -62.0% | +29.5% | -37.7% |
| All | -32.5% | -62.6% | +30.1% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling