-32.5%
AAL vs GSK
+46.9%
-79.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -1.0% |
| 7D | -0.3% | -4.2% | +3.9% | +0.7% |
| 30D | -19.0% | -7.5% | -11.5% | -17.5% |
| 3M | -5.1% | -3.3% | -1.8% | -4.5% |
| 6M | +15.5% | -9.3% | +24.8% | +18.1% |
| YTD | -15.8% | +1.6% | -17.4% | -16.0% |
| 1Y | -0.3% | +25.5% | -25.8% | -5.7% |
| 3Y | -7.7% | +49.3% | -56.9% | -18.7% |
| 5Y | -32.5% | +46.7% | -79.2% | -39.3% |
| All | -32.5% | +46.9% | -79.4% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling