-68.6%
AAL vs GSK
+105.0%
-173.6%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.2% |
| 7D | -0.1% | +1.1% | -1.2% | -0.5% |
| 30D | +11.7% | +6.3% | +5.4% | +9.3% |
| 3M | -12.5% | +1.8% | -14.4% | -13.3% |
| 6M | +3.6% | +1.7% | +2.0% | +2.6% |
| YTD | -14.1% | +6.5% | -20.6% | -16.5% |
| 1Y | +0.8% | +9.5% | -8.7% | -3.1% |
| 3Y | +11.8% | +65.3% | -53.5% | -12.8% |
| 5Y | -35.1% | +43.7% | -78.8% | -46.6% |
| All | -68.6% | +105.0% | -173.6% | -77.8% |
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