-65.1%
AAL vs GSK
+80.2%
-145.3%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -1.3% | -3.6% | +2.3% | 0.0% |
| 30D | -13.7% | -5.9% | -7.8% | -11.9% |
| 3M | -8.2% | -4.3% | -3.9% | -7.0% |
| 6M | +13.1% | -10.8% | +23.9% | +17.6% |
| YTD | -15.6% | +1.8% | -17.4% | -16.5% |
| 1Y | +1.4% | +23.5% | -22.1% | -7.5% |
| 3Y | -7.4% | +49.5% | -57.0% | -24.7% |
| 5Y | -35.9% | +49.7% | -85.6% | -48.9% |
| 10Y | -65.1% | +81.9% | -147.1% | -74.7% |
| All | -65.1% | +80.2% | -145.3% | -74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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