-66.0%
AAL vs GPC
+79.8%
-145.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | +0.4% |
| 7D | -0.3% | +0.2% | -0.5% | -0.5% |
| 30D | -19.0% | -0.4% | -18.6% | -18.8% |
| 3M | -5.1% | +39.2% | -44.3% | -26.6% |
| 6M | +15.5% | +18.2% | -2.8% | +0.5% |
| YTD | -15.8% | +12.1% | -27.9% | -25.8% |
| 1Y | -0.3% | -0.7% | +0.4% | -4.0% |
| 3Y | -7.7% | -1.7% | -6.0% | -16.1% |
| 5Y | -32.5% | +29.3% | -61.8% | -52.4% |
| 10Y | -66.0% | +80.7% | -146.6% | -83.1% |
| All | -66.0% | +79.8% | -145.8% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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