-34.6%
AAL vs GTLB
-49.8%
+15.2%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.8% | -1.2% |
| 7D | -0.9% | -4.1% | +3.2% | 0.0% |
| 30D | -16.0% | +12.3% | -28.3% | -18.4% |
| 3M | -4.2% | +65.9% | -70.2% | -15.1% |
| 6M | +15.7% | +104.0% | -88.3% | -3.4% |
| YTD | -16.2% | +26.0% | -42.2% | -22.4% |
| 1Y | +0.2% | -3.5% | +3.7% | -2.2% |
| 3Y | -8.1% | -9.6% | +1.6% | -13.6% |
| All | -34.6% | -49.8% | +15.2% | -41.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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