+0.3%
GLD vs AAL
+2.1%
-1.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.4% | -5.6% | +1.1% |
| 7D | +4.9% | +8.3% | -3.3% | +3.9% |
| 30D | -1.3% | +11.0% | -12.3% | -2.6% |
| 3M | -4.8% | -11.2% | +6.4% | -4.1% |
| 6M | -12.5% | +6.1% | -18.6% | -13.9% |
| YTD | -4.2% | -7.6% | +3.4% | -7.4% |
| All | +0.3% | +2.1% | -1.8% | -5.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling