+212.2%
GLD vs AAL
-64.0%
+276.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.4% | -5.6% | +1.8% |
| 7D | +4.9% | +8.3% | -3.3% | +4.9% |
| 30D | -1.3% | +11.0% | -12.3% | -1.4% |
| 3M | -4.8% | -11.2% | +6.4% | -4.8% |
| 6M | -12.5% | +6.1% | -18.6% | -12.5% |
| YTD | -4.2% | -7.6% | +3.4% | -4.4% |
| 1Y | +3.0% | +3.7% | -0.7% | +2.9% |
| 3Y | +109.1% | +20.5% | +88.6% | +109.1% |
| 5Y | +121.6% | -36.4% | +158.0% | +121.4% |
| 10Y | +212.2% | -65.4% | +277.7% | +196.9% |
| All | +212.2% | -64.0% | +276.3% | +196.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 AAL 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