-35.2%
AAL vs GPC
+4.3%
-39.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.3% |
| 7D | -0.1% | +0.4% | -0.5% | -0.2% |
| 30D | +11.7% | -6.3% | +18.0% | +15.7% |
| 3M | -12.5% | -8.2% | -4.4% | -8.5% |
| 6M | +3.6% | +27.1% | -23.5% | -10.6% |
| YTD | -14.1% | +3.1% | -17.2% | -18.9% |
| 1Y | +0.8% | +0.1% | +0.7% | -3.3% |
| 3Y | +11.8% | +0.2% | +11.6% | +0.9% |
| All | -35.2% | +4.3% | -39.5% | -50.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling