-34.1%
AAL vs GTLB
-50.8%
+16.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +2.0% | +0.6% |
| 7D | -1.3% | -6.6% | +5.3% | +0.2% |
| 30D | -13.7% | +13.7% | -27.5% | -16.4% |
| 3M | -8.2% | +52.9% | -61.1% | -17.0% |
| 6M | +13.1% | +88.5% | -75.4% | -3.8% |
| YTD | -15.6% | +23.4% | -39.0% | -21.5% |
| 1Y | +1.4% | -3.8% | +5.2% | -1.0% |
| 3Y | -7.4% | -11.5% | +4.1% | -12.6% |
| All | -34.1% | -50.8% | +16.7% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling