-27.8%
AAL vs GME
+583.2%
-611.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.3% |
| 7D | -3.7% | +7.2% | -11.0% | -4.7% |
| 30D | -20.8% | +0.8% | -21.6% | -20.9% |
| 3M | -1.3% | -14.0% | +12.7% | +0.5% |
| 6M | +5.4% | -19.7% | +25.1% | +8.0% |
| YTD | -14.4% | -4.6% | -9.8% | -14.4% |
| 1Y | +2.1% | -14.3% | +16.4% | +3.4% |
| 3Y | -10.6% | +4.0% | -14.6% | -25.7% |
| 5Y | -32.2% | -62.2% | +30.0% | -39.6% |
| 10Y | -62.7% | +241.4% | -304.1% | -92.6% |
| All | -27.8% | +583.2% | -611.1% | -89.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling