-32.2%
AAL vs GTLB
-49.8%
+17.6%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.5% | -5.6% |
| 7D | +2.9% | -3.5% | +6.4% | +3.7% |
| 30D | +6.5% | -9.0% | +15.5% | +8.5% |
| 3M | -10.9% | +15.9% | -26.7% | -14.4% |
| 6M | +4.9% | +104.9% | -100.0% | -12.1% |
| YTD | -13.2% | +26.0% | -39.2% | -20.0% |
| 1Y | -1.1% | +1.8% | -2.9% | -4.8% |
| 3Y | +12.8% | +6.0% | +6.8% | +2.2% |
| 5Y | -34.4% | -62.2% | +27.8% | -40.5% |
| All | -32.2% | -49.8% | +17.6% | -39.4% |
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