-22.5%
AAL vs GSK
+173.3%
-195.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.2% | +0.7% |
| 7D | +3.4% | -1.1% | +4.5% | +4.3% |
| 30D | +11.7% | +7.8% | +3.9% | +6.3% |
| 3M | -7.8% | +0.3% | -8.1% | -8.4% |
| 6M | +10.2% | +3.4% | +6.8% | +6.7% |
| YTD | -8.0% | +5.9% | -13.9% | -13.0% |
| 1Y | +8.5% | +8.2% | +0.3% | +1.2% |
| 3Y | +19.5% | +65.3% | -45.8% | -23.0% |
| 5Y | -33.9% | +43.3% | -77.2% | -54.2% |
| 10Y | -66.0% | +102.9% | -168.9% | -83.6% |
| All | -22.5% | +173.3% | -195.8% | -74.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling