-8.2%
AAL vs GPC
-1.1%
-7.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.1% | +0.8% |
| 7D | -3.7% | +1.2% | -4.9% | -4.2% |
| 30D | -20.8% | +6.0% | -26.8% | -22.7% |
| 3M | -1.3% | +42.6% | -43.9% | -15.6% |
| 6M | +5.4% | +22.8% | -17.4% | -4.5% |
| YTD | -14.4% | +15.5% | -29.8% | -22.2% |
| 1Y | +2.1% | +2.0% | +0.1% | -2.0% |
| All | -8.2% | -1.1% | -7.1% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling