-7.7%
AAL vs GSK
+53.4%
-61.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.3% |
| 7D | -0.3% | -4.2% | +3.9% | +0.3% |
| 30D | -19.0% | -7.5% | -11.5% | -18.0% |
| 3M | -5.1% | -3.3% | -1.8% | -4.6% |
| 6M | +15.5% | -9.3% | +24.8% | +17.2% |
| YTD | -15.8% | +1.6% | -17.4% | -15.2% |
| 1Y | -0.3% | +25.5% | -25.8% | -1.9% |
| 3Y | -7.7% | +49.3% | -56.9% | -10.5% |
| All | -7.7% | +53.4% | -61.1% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling