-27.8%
AAL vs GSK
+169.5%
-197.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.2% | +2.5% |
| 7D | -3.7% | -1.8% | -1.9% | -2.6% |
| 30D | -20.8% | -2.2% | -18.6% | -19.9% |
| 3M | -1.3% | -1.8% | +0.5% | -0.8% |
| 6M | +5.4% | -10.6% | +16.0% | +12.5% |
| YTD | -14.4% | +4.4% | -18.8% | -18.0% |
| 1Y | +2.1% | +30.4% | -28.3% | -16.9% |
| 3Y | -10.6% | +60.1% | -70.6% | -41.2% |
| 5Y | -32.2% | +46.8% | -79.0% | -54.1% |
| 10Y | -62.7% | +79.2% | -141.9% | -79.9% |
| All | -27.8% | +169.5% | -197.3% | -76.0% |
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