-28.2%
AAL vs GTLB
-49.8%
+21.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.4% |
| 7D | +3.4% | -9.6% | +13.1% | +5.7% |
| 30D | +11.7% | -15.5% | +27.2% | +15.6% |
| 3M | -7.8% | +12.4% | -20.2% | -10.9% |
| 6M | +10.2% | +84.6% | -74.3% | -5.6% |
| YTD | -8.0% | +26.1% | -34.1% | -15.3% |
| 1Y | +8.5% | +1.7% | +6.8% | +4.5% |
| 3Y | +19.5% | +6.1% | +13.4% | +8.3% |
| 5Y | -33.9% | -61.1% | +27.2% | -40.2% |
| All | -28.2% | -49.8% | +21.6% | -35.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling