-32.6%
AAL vs GPN
-44.7%
+12.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -0.9% | -4.6% | +3.7% | +1.5% |
| 30D | -12.9% | -0.3% | -12.6% | -13.0% |
| 3M | -11.2% | +35.4% | -46.6% | -25.2% |
| 6M | +17.8% | +21.7% | -3.8% | +4.5% |
| YTD | -15.1% | +14.9% | -30.0% | -23.4% |
| 1Y | +0.5% | +3.2% | -2.7% | -4.1% |
| 3Y | -7.7% | -27.1% | +19.5% | +3.7% |
| All | -32.6% | -44.7% | +12.0% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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