-27.6%
AAL vs GPC
+449.4%
-477.0%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.3% | +3.2% |
| 7D | +4.6% | +1.6% | +3.0% | +3.2% |
| 30D | +2.6% | -2.1% | +4.6% | +4.1% |
| 3M | -17.8% | -6.8% | -11.0% | -12.7% |
| 6M | +1.9% | +18.6% | -16.7% | -16.5% |
| YTD | -14.0% | +2.7% | -16.7% | -22.1% |
| 1Y | +0.2% | +1.8% | -1.6% | -8.8% |
| 3Y | +13.0% | +1.1% | +12.0% | -5.8% |
| 5Y | -39.6% | +4.1% | -43.7% | -53.5% |
| 10Y | -65.7% | +88.2% | -153.9% | -88.2% |
| All | -27.6% | +449.4% | -477.0% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling